+105.2%
CNH vs EXEL
+320.7%
-215.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -0.6% | +13.1% | -13.7% | -2.7% |
| 3M | +14.6% | +36.3% | -21.7% | +8.3% |
| 6M | +11.8% | +34.5% | -22.8% | +5.5% |
| YTD | +30.4% | +57.4% | -27.0% | +19.3% |
| 1Y | +19.1% | +62.9% | -43.9% | +8.1% |
| 3Y | +30.2% | +229.5% | -199.3% | +0.5% |
| 5Y | -17.8% | +281.2% | -299.0% | -39.6% |
| All | +105.2% | +320.7% | -215.5% | +50.4% |
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