+12.8%
CNH vs EXEL
+164.9%
-152.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +8.4% | +14.9% | +22.1% |
| 30D | +33.5% | +4.1% | +29.4% | +32.7% |
| 3M | +32.7% | +12.4% | +20.3% | +30.6% |
| 6M | +22.2% | +41.5% | -19.4% | +16.6% |
| YTD | +57.7% | +34.6% | +23.1% | +51.0% |
| 1Y | +28.0% | +57.9% | -29.9% | +20.1% |
| All | +12.8% | +164.9% | -152.1% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling