+13.1%
CNH vs REPL
-54.3%
+67.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.1% |
| 7D | +23.3% | -3.0% | +26.3% | +23.3% |
| 30D | +33.5% | +27.1% | +6.3% | +33.2% |
| 3M | +32.7% | +52.4% | -19.7% | +31.9% |
| 6M | +22.2% | +107.4% | -85.3% | +19.7% |
| YTD | +57.7% | +54.7% | +3.0% | +55.4% |
| 1Y | +28.0% | +158.9% | -130.9% | +22.9% |
| 3Y | +11.5% | -23.7% | +35.3% | +5.6% |
| All | +13.1% | -54.3% | +67.4% | +14.8% |
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