+21.5%
CNH vs IRE
-97.3%
+118.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.5% | +13.4% | +11.0% |
| 7D | +8.6% | -15.5% | +24.1% | +8.5% |
| 30D | +12.6% | -70.4% | +82.9% | +14.8% |
| 3M | +17.5% | -81.6% | +99.1% | +20.6% |
| 6M | +18.1% | -94.7% | +112.8% | +24.0% |
| YTD | +40.4% | -91.8% | +132.1% | +41.8% |
| 1Y | +34.0% | -97.6% | +131.6% | +39.8% |
| All | +21.5% | -97.3% | +118.8% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling