+9.2%
CNH vs CP
+26.5%
-17.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.9% |
| 7D | -1.7% | +2.8% | -4.5% | -3.7% |
| 30D | -7.2% | +10.2% | -17.4% | -13.6% |
| 3M | +6.5% | +2.4% | +4.2% | +4.5% |
| 6M | +7.9% | +7.7% | +0.2% | +2.1% |
| YTD | +26.6% | +26.0% | +0.6% | +7.7% |
| 1Y | +13.8% | +34.6% | -20.9% | -7.4% |
| 3Y | +9.2% | +26.7% | -17.5% | -12.7% |
| All | +9.2% | +26.5% | -17.3% | -12.7% |
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