+62.1%
CNH vs PSLV
+155.0%
-92.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | +1.8% | +3.3% | -1.5% | +1.2% |
| 30D | +32.6% | +2.1% | +30.5% | +32.0% |
| 3M | +29.4% | +7.1% | +22.3% | +27.2% |
| 6M | +26.0% | -21.6% | +47.6% | +30.8% |
| YTD | +52.2% | -6.7% | +58.9% | +48.2% |
| 1Y | +23.9% | +59.3% | -35.4% | +6.0% |
| 3Y | +10.1% | +182.1% | -172.0% | -18.8% |
| 5Y | +13.2% | +162.6% | -149.5% | -16.5% |
| 10Y | +160.7% | +203.0% | -42.4% | +79.2% |
| All | +62.1% | +155.0% | -92.9% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling