+106.3%
CNH vs EXEL
+363.4%
-257.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +4.5% | -2.4% | +6.9% | +5.1% |
| 30D | +7.6% | +17.9% | -10.3% | +4.5% |
| 3M | +17.0% | +33.3% | -16.3% | +11.0% |
| 6M | +12.9% | +46.6% | -33.6% | +5.0% |
| YTD | +34.3% | +61.0% | -26.8% | +22.3% |
| 1Y | +28.5% | +70.4% | -41.9% | +15.7% |
| 3Y | +31.9% | +236.1% | -204.2% | +1.5% |
| 5Y | -9.6% | +284.8% | -294.4% | -33.6% |
| 10Y | +106.3% | +348.4% | -242.1% | +51.7% |
| All | +106.3% | +363.4% | -257.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling