+19.4%
CNH vs REPL
+136.7%
-117.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.6% |
| 7D | +8.8% | -5.7% | +14.5% | +8.7% |
| 30D | +24.7% | +22.5% | +2.2% | +25.1% |
| 3M | +27.3% | +64.7% | -37.3% | +29.1% |
| 6M | +23.2% | +83.0% | -59.9% | +26.8% |
| YTD | +48.9% | +52.0% | -3.0% | +53.4% |
| 1Y | +19.4% | +144.5% | -125.1% | +22.2% |
| All | +19.4% | +136.7% | -117.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling