-17.4%
CNH vs REPL
-35.3%
+17.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.2% |
| 7D | +6.4% | +9.8% | -3.4% | +6.3% |
| 30D | -1.6% | +81.5% | -83.1% | -2.0% |
| 3M | +11.6% | +44.2% | -32.7% | +11.3% |
| 6M | +12.5% | +437.4% | -424.9% | +10.3% |
| YTD | +31.1% | +126.1% | -95.1% | +29.2% |
| 1Y | +17.0% | +143.1% | -126.1% | +15.1% |
| 3Y | +28.7% | +97.8% | -69.1% | +15.1% |
| 5Y | -17.4% | -34.3% | +16.9% | -18.8% |
| All | -17.4% | -35.3% | +17.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling