+10.3%
CNH vs CP
+17.1%
-6.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +23.3% | -2.7% | +26.0% | +25.4% |
| 30D | +33.5% | +0.2% | +33.3% | +33.1% |
| 3M | +32.7% | +2.6% | +30.1% | +30.0% |
| 6M | +22.2% | +6.0% | +16.2% | +17.0% |
| YTD | +57.7% | +24.9% | +32.8% | +34.9% |
| 1Y | +28.0% | +20.1% | +7.9% | +12.3% |
| All | +10.3% | +17.1% | -6.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling