-14.9%
CNH vs EXEL
+260.1%
-275.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | +6.5% | +33.3% | -26.7% | +2.3% |
| 6M | +7.9% | +42.9% | -35.0% | +2.3% |
| YTD | +26.6% | +58.7% | -32.1% | +18.0% |
| 1Y | +13.8% | +70.5% | -56.8% | +5.0% |
| 3Y | +9.2% | +233.8% | -224.6% | -10.2% |
| All | -14.9% | +260.1% | -275.0% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling