+7.7%
CNH vs NTRS
+93.2%
-85.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -5.7% | +1.4% | -7.1% | -6.4% |
| 30D | +26.6% | -0.7% | +27.2% | +26.8% |
| 3M | +31.1% | +11.3% | +19.8% | +23.1% |
| 6M | +24.9% | +35.5% | -10.7% | +5.0% |
| YTD | +48.7% | +40.6% | +8.1% | +21.9% |
| 1Y | +22.2% | +49.2% | -27.0% | -3.3% |
| 3Y | +7.4% | +167.2% | -159.8% | -40.4% |
| All | +7.7% | +93.2% | -85.5% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling