+34.8%
CNH vs CP
+315.1%
-280.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.8% |
| 7D | -1.7% | +2.8% | -4.5% | -3.5% |
| 30D | -7.2% | +10.2% | -17.4% | -12.8% |
| 3M | +6.5% | +2.4% | +4.2% | +4.8% |
| 6M | +7.9% | +7.7% | +0.2% | +2.8% |
| YTD | +26.6% | +26.0% | +0.6% | +9.6% |
| 1Y | +13.8% | +34.6% | -20.9% | -5.5% |
| 3Y | +9.2% | +26.7% | -17.5% | -6.8% |
| 5Y | -15.6% | +24.9% | -40.5% | -28.1% |
| 10Y | +119.2% | +258.6% | -139.4% | +7.9% |
| All | +34.8% | +315.1% | -280.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling