+68.0%
CNH vs COO
+116.3%
-48.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.7% |
| 7D | +23.3% | -2.2% | +25.5% | +24.4% |
| 30D | +33.5% | -7.0% | +40.5% | +37.4% |
| 3M | +32.7% | +12.2% | +20.5% | +25.6% |
| 6M | +22.2% | -15.1% | +37.3% | +30.4% |
| YTD | +57.7% | -15.1% | +72.8% | +68.2% |
| 1Y | +28.0% | +2.3% | +25.6% | +25.6% |
| 3Y | +11.5% | -23.7% | +35.2% | +20.0% |
| 5Y | +11.9% | -38.9% | +50.8% | +29.7% |
| 10Y | +162.8% | +49.9% | +112.9% | +120.3% |
| All | +68.0% | +116.3% | -48.4% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling