+6.7%
CNH vs IRE
-98.0%
+104.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -33.9% | +30.0% | -3.2% |
| 7D | -0.4% | -57.1% | +56.8% | +1.1% |
| 30D | -15.2% | -84.4% | +69.2% | -12.1% |
| 3M | +4.3% | -85.0% | +89.2% | +7.7% |
| 6M | +10.1% | -95.2% | +105.3% | +16.0% |
| YTD | +23.2% | -93.9% | +117.1% | +25.5% |
| 1Y | +8.5% | -98.8% | +107.3% | +16.3% |
| All | +6.7% | -98.0% | +104.7% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling