-17.8%
CNH vs PL
+11.6%
-29.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.1% | +6.2% | -2.8% |
| 7D | -0.4% | -20.5% | +20.2% | +2.0% |
| 30D | -15.2% | -38.8% | +23.5% | -10.9% |
| 3M | +4.3% | -49.1% | +53.4% | +11.5% |
| 6M | +10.1% | -69.4% | +79.4% | +22.8% |
| YTD | +23.2% | -42.3% | +65.5% | +25.1% |
| 1Y | +8.5% | -14.2% | +22.7% | +3.8% |
| 3Y | +4.1% | +398.7% | -394.6% | -30.1% |
| 5Y | -17.8% | +11.1% | -29.0% | -37.1% |
| All | -17.8% | +11.6% | -29.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling