+68.0%
CNH vs EXEL
+931.6%
-863.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +8.4% | +14.9% | +22.2% |
| 30D | +33.5% | +4.1% | +29.4% | +32.8% |
| 3M | +32.7% | +12.4% | +20.3% | +30.8% |
| 6M | +22.2% | +41.5% | -19.4% | +17.1% |
| YTD | +57.7% | +34.6% | +23.1% | +51.8% |
| 1Y | +28.0% | +57.9% | -29.9% | +20.7% |
| 3Y | +11.5% | +159.5% | -148.0% | -2.1% |
| 5Y | +11.9% | +198.5% | -186.6% | -4.3% |
| 10Y | +162.8% | +411.4% | -248.6% | +111.3% |
| All | +68.0% | +931.6% | -863.7% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling