+13.1%
CNH vs PL
+82.7%
-69.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.2% |
| 7D | +23.3% | -9.3% | +32.6% | +24.5% |
| 30D | +33.5% | -18.9% | +52.4% | +36.3% |
| 3M | +32.7% | -58.4% | +91.1% | +44.4% |
| 6M | +22.2% | -30.3% | +52.5% | +23.6% |
| YTD | +57.7% | -8.1% | +65.8% | +53.0% |
| 1Y | +28.0% | +180.5% | -152.5% | +4.4% |
| 3Y | +11.5% | +444.1% | -432.6% | -24.6% |
| All | +13.1% | +82.7% | -69.6% | -20.4% |
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