+30.8%
CNH vs COO
-24.6%
+55.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +6.4% | -2.1% | +8.5% | +7.2% |
| 30D | -1.6% | +13.9% | -15.6% | -5.8% |
| 3M | +11.6% | -18.9% | +30.5% | +19.3% |
| 6M | +12.5% | +3.7% | +8.8% | +9.6% |
| YTD | +31.1% | -24.1% | +55.2% | +43.2% |
| 1Y | +17.0% | -14.2% | +31.2% | +22.6% |
| All | +30.8% | -24.6% | +55.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling