+124.0%
CNH vs RL
+397.7%
-273.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.1% | +8.5% |
| 7D | +8.6% | +0.2% | +8.3% | +8.5% |
| 30D | +12.6% | +7.3% | +5.2% | +9.3% |
| 3M | +17.5% | +1.0% | +16.5% | +16.4% |
| 6M | +18.1% | +11.8% | +6.3% | +10.9% |
| YTD | +40.4% | +13.6% | +26.8% | +30.4% |
| 1Y | +34.0% | +24.0% | +9.9% | +19.8% |
| 3Y | +35.3% | +256.6% | -221.3% | -26.5% |
| 5Y | -5.1% | +240.2% | -245.3% | -49.0% |
| 10Y | +124.0% | +373.0% | -248.9% | +6.3% |
| All | +124.0% | +397.7% | -273.6% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling