+3.9%
CNH vs PL
+46.3%
-42.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.7% | +13.4% | -6.7% | +5.2% |
| 30D | +7.2% | -10.2% | +17.4% | +8.1% |
| 3M | +17.5% | -39.5% | +57.0% | +23.3% |
| 6M | +15.0% | -65.7% | +80.7% | +26.9% |
| YTD | +36.8% | -27.3% | +64.1% | +35.5% |
| 1Y | +27.6% | +15.0% | +12.6% | +18.3% |
| 3Y | +34.3% | +560.8% | -526.5% | -12.6% |
| 5Y | -12.2% | +38.4% | -50.6% | -34.0% |
| All | +3.9% | +46.3% | -42.4% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling