+28.0%
CNH vs PL
+176.6%
-148.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.1% |
| 7D | +23.3% | -9.3% | +32.6% | +23.6% |
| 30D | +33.5% | -18.9% | +52.4% | +34.3% |
| 3M | +32.7% | -58.4% | +91.1% | +35.9% |
| 6M | +22.2% | -30.3% | +52.5% | +24.1% |
| YTD | +57.7% | -8.1% | +65.8% | +59.0% |
| 1Y | +28.0% | +180.5% | -152.5% | +25.1% |
| All | +28.0% | +176.6% | -148.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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