+154.0%
CNH vs PSLV
+190.6%
-36.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.7% | -3.5% | -2.2% | -5.0% |
| 30D | +26.6% | -2.1% | +28.7% | +27.1% |
| 3M | +31.1% | -1.6% | +32.7% | +31.0% |
| 6M | +24.9% | -25.5% | +50.4% | +31.4% |
| YTD | +48.7% | -11.4% | +60.1% | +45.5% |
| 1Y | +22.2% | +48.6% | -26.4% | +3.6% |
| 3Y | +7.4% | +166.9% | -159.4% | -23.8% |
| 5Y | +10.8% | +152.4% | -141.6% | -21.8% |
| All | +154.0% | +190.6% | -36.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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