+27.6%
CNH vs CP
+32.8%
-5.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.8% |
| 3M | +17.5% | +2.2% | +15.3% | +14.9% |
| 6M | +15.0% | +11.1% | +3.9% | +4.6% |
| YTD | +36.8% | +28.2% | +8.6% | +10.5% |
| 1Y | +27.6% | +32.2% | -4.5% | -0.8% |
| All | +27.6% | +32.8% | -5.2% | -0.8% |
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