+113.9%
CNH vs CP
+251.7%
-137.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.7% | -0.7% | +7.3% | +7.3% |
| 30D | +7.2% | +9.6% | -2.4% | +0.5% |
| 3M | +17.5% | +2.2% | +15.3% | +15.5% |
| 6M | +15.0% | +11.1% | +3.9% | +6.6% |
| YTD | +36.8% | +28.2% | +8.6% | +14.9% |
| 1Y | +27.6% | +32.2% | -4.5% | +5.0% |
| 3Y | +34.3% | +35.5% | -1.2% | +6.6% |
| 5Y | -12.2% | +26.8% | -39.0% | -28.2% |
| 10Y | +113.9% | +256.9% | -143.1% | -4.9% |
| All | +113.9% | +251.7% | -137.8% | -4.9% |
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