+85.8%
CNH vs REPL
-6.0%
+91.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.1% |
| 7D | +23.3% | -3.0% | +26.3% | +23.4% |
| 30D | +33.5% | +27.1% | +6.3% | +32.4% |
| 3M | +32.7% | +52.4% | -19.7% | +29.3% |
| 6M | +22.2% | +107.4% | -85.3% | +13.6% |
| YTD | +57.7% | +54.7% | +3.0% | +48.4% |
| 1Y | +28.0% | +158.9% | -130.9% | +14.1% |
| 3Y | +11.5% | -23.7% | +35.3% | -4.4% |
| 5Y | +11.9% | -54.3% | +66.2% | -1.8% |
| All | +85.8% | -6.0% | +91.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling