+68.0%
CNH vs CP
+311.7%
-243.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +23.3% | -2.7% | +26.0% | +25.1% |
| 30D | +33.5% | +0.2% | +33.3% | +33.1% |
| 3M | +32.7% | +2.6% | +30.1% | +30.4% |
| 6M | +22.2% | +6.0% | +16.2% | +17.8% |
| YTD | +57.7% | +24.9% | +32.8% | +37.3% |
| 1Y | +28.0% | +20.1% | +7.9% | +13.9% |
| 3Y | +11.5% | +16.4% | -4.9% | +0.3% |
| 5Y | +11.9% | +31.7% | -19.9% | -7.7% |
| 10Y | +162.8% | +223.9% | -61.1% | +35.2% |
| All | +68.0% | +311.7% | -243.7% | -9.4% |
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