+34.8%
CNH vs NTR
+103.6%
-68.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.3% |
| 7D | +8.8% | +3.8% | +5.0% | +6.7% |
| 30D | +24.7% | +25.2% | -0.6% | +11.1% |
| 3M | +27.3% | +21.0% | +6.3% | +14.8% |
| 6M | +23.2% | +7.6% | +15.6% | +15.9% |
| YTD | +48.9% | +32.9% | +16.1% | +23.9% |
| 1Y | +19.4% | +43.1% | -23.7% | -5.6% |
| 3Y | +7.8% | +41.6% | -33.8% | -16.6% |
| 5Y | +8.7% | +54.8% | -46.0% | -29.2% |
| All | +34.8% | +103.6% | -68.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling