-17.4%
CNH vs RL
+243.2%
-260.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -3.8% |
| 7D | +6.4% | +2.4% | +4.0% | +5.5% |
| 30D | -1.6% | +4.6% | -6.2% | -3.4% |
| 3M | +11.6% | -1.1% | +12.7% | +11.7% |
| 6M | +12.5% | +16.5% | -4.0% | +4.2% |
| YTD | +31.1% | +11.4% | +19.7% | +23.1% |
| 1Y | +17.0% | +16.1% | +0.9% | +7.8% |
| 3Y | +28.7% | +252.6% | -223.9% | -31.6% |
| 5Y | -17.4% | +244.9% | -262.3% | -57.3% |
| All | -17.4% | +243.2% | -260.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling