+28.0%
CNH vs NTRS
+46.5%
-18.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | -0.1% | +23.4% | +23.3% |
| 30D | +33.5% | +1.2% | +32.2% | +32.7% |
| 3M | +32.7% | +8.3% | +24.4% | +27.9% |
| 6M | +22.2% | +30.0% | -7.8% | +8.2% |
| YTD | +57.7% | +38.0% | +19.7% | +35.1% |
| 1Y | +28.0% | +47.4% | -19.4% | +6.9% |
| All | +28.0% | +46.5% | -18.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling