+124.0%
CNH vs CP
+261.0%
-137.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +9.5% |
| 7D | +8.6% | +2.8% | +5.8% | +6.5% |
| 30D | +12.6% | +11.3% | +1.2% | +4.3% |
| 3M | +17.5% | +2.9% | +14.7% | +15.1% |
| 6M | +18.1% | +9.8% | +8.3% | +10.5% |
| YTD | +40.4% | +28.5% | +11.9% | +17.6% |
| 1Y | +34.0% | +33.5% | +0.5% | +9.5% |
| 3Y | +35.3% | +31.9% | +3.4% | +9.3% |
| 5Y | -5.1% | +25.5% | -30.6% | -21.9% |
| 10Y | +124.0% | +257.6% | -133.5% | -2.0% |
| All | +124.0% | +261.0% | -137.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling