+28.0%
CNH vs EXEL
+59.2%
-31.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +8.4% | +14.9% | +21.8% |
| 30D | +33.5% | +4.1% | +29.4% | +32.5% |
| 3M | +32.7% | +12.4% | +20.3% | +30.0% |
| 6M | +22.2% | +41.5% | -19.4% | +15.1% |
| YTD | +57.7% | +34.6% | +23.1% | +48.5% |
| 1Y | +28.0% | +57.9% | -29.9% | +17.0% |
| All | +28.0% | +59.2% | -31.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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