+15.1%
CNH vs IT
-40.2%
+55.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.7% | +5.0% |
| 7D | +23.3% | -6.0% | +29.3% | +24.6% |
| 30D | +33.5% | 0.0% | +33.5% | +33.0% |
| 3M | +32.7% | +13.1% | +19.6% | +27.9% |
| 6M | +22.2% | +11.7% | +10.5% | +16.8% |
| YTD | +57.7% | -26.1% | +83.8% | +69.4% |
| 1Y | +28.0% | -21.3% | +49.2% | +33.5% |
| 3Y | +11.5% | -46.7% | +58.3% | +27.6% |
| All | +15.1% | -40.2% | +55.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling