+34.6%
CNH vs NTR
+97.9%
-63.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.7% | -1.3% | -4.4% | -5.1% |
| 30D | +26.6% | +16.8% | +9.8% | +17.1% |
| 3M | +31.1% | +20.7% | +10.3% | +18.2% |
| 6M | +24.9% | +0.5% | +24.3% | +22.1% |
| YTD | +48.7% | +29.2% | +19.5% | +25.5% |
| 1Y | +22.2% | +39.6% | -17.4% | -2.2% |
| 3Y | +7.4% | +37.9% | -30.4% | -15.7% |
| 5Y | +10.8% | +47.1% | -36.2% | -25.5% |
| All | +34.6% | +97.9% | -63.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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