+112.4%
CNH vs RL
+356.1%
-243.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.3% |
| 7D | -1.7% | -4.2% | +2.5% | -0.1% |
| 30D | -7.2% | +4.3% | -11.5% | -9.1% |
| 3M | +6.5% | -4.6% | +11.1% | +7.9% |
| 6M | +7.9% | +1.7% | +6.1% | +5.1% |
| YTD | +26.6% | +7.3% | +19.2% | +20.2% |
| 1Y | +13.8% | +20.8% | -7.0% | +2.5% |
| 3Y | +9.2% | +247.0% | -237.8% | -40.2% |
| 5Y | -15.6% | +225.5% | -241.0% | -54.0% |
| All | +112.4% | +356.1% | -243.7% | +2.7% |
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 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