+68.0%
CNH vs IT
+214.4%
-146.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.7% | +5.6% |
| 7D | +23.3% | -6.0% | +29.3% | +25.5% |
| 30D | +33.5% | 0.0% | +33.5% | +32.6% |
| 3M | +32.7% | +13.1% | +19.6% | +24.0% |
| 6M | +22.2% | +11.7% | +10.5% | +12.4% |
| YTD | +57.7% | -26.1% | +83.8% | +68.6% |
| 1Y | +28.0% | -21.3% | +49.2% | +31.8% |
| 3Y | +11.5% | -46.7% | +58.3% | +29.4% |
| 5Y | +11.9% | -40.5% | +52.4% | +19.8% |
| 10Y | +162.8% | +103.9% | +58.9% | +46.1% |
| All | +68.0% | +214.4% | -146.5% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling