+9.6%
CNH vs IRE
-97.2%
+106.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +39.6% | -36.8% | +1.8% |
| 7D | -1.7% | -27.2% | +25.5% | -1.5% |
| 30D | -7.2% | -75.1% | +67.9% | -5.0% |
| 3M | +6.5% | -77.9% | +84.4% | +8.9% |
| 6M | +7.9% | -94.6% | +102.5% | +13.2% |
| YTD | +26.6% | -91.5% | +118.1% | +27.8% |
| 1Y | +13.8% | -97.8% | +111.6% | +19.4% |
| All | +9.6% | -97.2% | +106.8% | +12.7% |
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