+28.5%
CNH vs IT
-18.2%
+46.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.4% |
| 7D | +4.5% | -7.5% | +12.0% | +4.4% |
| 30D | +7.6% | -1.2% | +8.8% | +8.0% |
| 3M | +17.0% | -2.2% | +19.2% | +17.4% |
| 6M | +12.9% | +19.1% | -6.1% | +13.7% |
| YTD | +34.3% | -25.1% | +59.4% | +42.6% |
| 1Y | +28.5% | -17.4% | +45.9% | +29.3% |
| All | +28.5% | -18.2% | +46.7% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling