+160.7%
CNH vs IT
+88.4%
+72.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | +1.8% | -9.1% | +11.0% | +5.0% |
| 30D | +32.6% | -12.2% | +44.8% | +37.7% |
| 3M | +29.4% | +7.8% | +21.6% | +23.0% |
| 6M | +26.0% | +2.0% | +24.0% | +19.9% |
| YTD | +52.2% | -32.7% | +85.0% | +68.3% |
| 1Y | +23.9% | -31.1% | +55.0% | +34.3% |
| 3Y | +10.1% | -52.1% | +62.2% | +32.8% |
| 5Y | +13.2% | -46.3% | +59.4% | +25.4% |
| 10Y | +160.7% | +91.4% | +69.3% | +63.8% |
| All | +160.7% | +88.4% | +72.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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