+10.3%
CNH vs M
+117.7%
-107.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.5% | +3.4% |
| 7D | +23.3% | +4.7% | +18.6% | +22.0% |
| 30D | +33.5% | -9.6% | +43.1% | +36.7% |
| 3M | +32.7% | +0.9% | +31.9% | +32.1% |
| 6M | +22.2% | +22.3% | -0.1% | +15.7% |
| YTD | +57.7% | +6.5% | +51.2% | +53.8% |
| 1Y | +28.0% | +38.8% | -10.8% | +16.8% |
| All | +10.3% | +117.7% | -107.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling