+45.7%
CNH vs IAG
+282.8%
-237.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +6.7% | +3.4% | +3.2% | +6.4% |
| 30D | +7.2% | -2.7% | +9.9% | +7.3% |
| 3M | +17.5% | -0.5% | +18.0% | +17.3% |
| 6M | +15.0% | -4.8% | +19.8% | +14.7% |
| YTD | +36.8% | +9.6% | +27.2% | +34.6% |
| 1Y | +27.6% | +32.2% | -4.6% | +23.8% |
| 3Y | +34.3% | +692.5% | -658.2% | +11.5% |
| 5Y | -12.2% | +447.6% | -459.8% | -27.8% |
| 10Y | +113.9% | +403.3% | -289.5% | +71.4% |
| All | +45.7% | +282.8% | -237.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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