+13.1%
CNH vs COO
-38.8%
+51.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | +23.3% | -2.2% | +25.5% | +24.3% |
| 30D | +33.5% | -7.0% | +40.5% | +37.1% |
| 3M | +32.7% | +12.2% | +20.5% | +26.1% |
| 6M | +22.2% | -15.1% | +37.3% | +29.9% |
| YTD | +57.7% | -15.1% | +72.8% | +67.6% |
| 1Y | +28.0% | +2.3% | +25.6% | +26.1% |
| 3Y | +11.5% | -23.7% | +35.2% | +19.0% |
| All | +13.1% | -38.8% | +51.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling