+8.7%
CNH vs EXEL
+195.7%
-187.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.2% |
| 7D | +8.8% | +1.4% | +7.4% | +8.6% |
| 30D | +24.7% | +6.7% | +18.0% | +23.6% |
| 3M | +27.3% | +11.5% | +15.9% | +25.3% |
| 6M | +23.2% | +38.8% | -15.6% | +17.3% |
| YTD | +48.9% | +31.6% | +17.4% | +42.6% |
| 1Y | +19.4% | +53.0% | -33.6% | +11.7% |
| 3Y | +7.8% | +160.8% | -153.1% | -8.5% |
| 5Y | +8.7% | +190.1% | -181.4% | -13.2% |
| All | +8.7% | +195.7% | -187.0% | -13.2% |
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 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