+68.0%
CNH vs GEN
+248.6%
-180.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.6% |
| 7D | +23.3% | -1.2% | +24.5% | +23.6% |
| 30D | +33.5% | +10.1% | +23.3% | +30.1% |
| 3M | +32.7% | +16.1% | +16.6% | +27.4% |
| 6M | +22.2% | +38.9% | -16.7% | +11.0% |
| YTD | +57.7% | +14.4% | +43.3% | +50.3% |
| 1Y | +28.0% | +5.9% | +22.1% | +24.6% |
| 3Y | +11.5% | +58.8% | -47.3% | -3.3% |
| 5Y | +11.9% | +24.7% | -12.8% | +1.2% |
| 10Y | +162.8% | +163.1% | -0.3% | +81.4% |
| All | +68.0% | +248.6% | -180.7% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling