+124.0%
CNH vs GEN
+166.9%
-42.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +8.6% | -0.3% | +8.9% | +8.6% |
| 30D | +12.6% | +28.2% | -15.6% | +5.9% |
| 3M | +17.5% | +2.6% | +14.9% | +16.0% |
| 6M | +18.1% | +32.7% | -14.6% | +8.9% |
| YTD | +40.4% | +11.3% | +29.1% | +34.4% |
| 1Y | +34.0% | +17.9% | +16.0% | +26.3% |
| 3Y | +35.3% | +66.3% | -31.0% | +16.7% |
| 5Y | -5.1% | +31.7% | -36.8% | -15.0% |
| 10Y | +124.0% | +150.0% | -26.0% | +54.5% |
| All | +124.0% | +166.9% | -42.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling