+28.0%
CNH vs RL
+13.6%
+14.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.5% |
| 7D | +23.3% | -0.8% | +24.1% | +23.5% |
| 30D | +33.5% | -7.8% | +41.2% | +36.1% |
| 3M | +32.7% | -4.0% | +36.7% | +33.5% |
| 6M | +22.2% | -1.9% | +24.1% | +21.4% |
| YTD | +57.7% | -0.2% | +57.9% | +55.2% |
| 1Y | +28.0% | +10.7% | +17.3% | +22.7% |
| All | +28.0% | +13.6% | +14.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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