+14.8%
CNH vs IRE
-97.6%
+112.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.2% | +23.1% | +0.3% |
| 7D | +6.5% | -46.8% | +53.3% | +7.6% |
| 30D | -12.0% | -75.5% | +63.6% | -9.5% |
| 3M | +4.4% | -79.4% | +83.8% | +7.1% |
| 6M | +15.7% | -91.3% | +107.0% | +20.5% |
| YTD | +28.2% | -90.8% | +119.1% | +29.7% |
| 1Y | +14.8% | -97.7% | +112.5% | +18.2% |
| All | +14.8% | -97.6% | +112.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling