+13.8%
CNH vs CP
+32.2%
-18.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +4.0% |
| 7D | -1.7% | +2.8% | -4.5% | -3.9% |
| 30D | -7.2% | +10.2% | -17.4% | -14.3% |
| 3M | +6.5% | +2.4% | +4.2% | +4.1% |
| 6M | +7.9% | +7.7% | +0.2% | +1.1% |
| YTD | +26.6% | +26.0% | +0.6% | +6.0% |
| 1Y | +13.8% | +34.6% | -20.9% | -8.5% |
| All | +13.8% | +32.2% | -18.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling