+9.2%
CNH vs EXEL
+231.1%
-221.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -7.2% | +19.0% | -26.3% | -9.3% |
| 3M | +6.5% | +33.3% | -26.7% | +2.7% |
| 6M | +7.9% | +42.9% | -35.0% | +2.9% |
| YTD | +26.6% | +58.7% | -32.1% | +18.9% |
| 1Y | +13.8% | +70.5% | -56.8% | +5.9% |
| 3Y | +9.2% | +233.8% | -224.6% | -4.2% |
| All | +9.2% | +231.1% | -221.9% | -4.2% |
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