+34.8%
CNH vs RL
+192.2%
-157.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.3% |
| 7D | -1.7% | -4.2% | +2.5% | -0.2% |
| 30D | -7.2% | +4.3% | -11.5% | -8.9% |
| 3M | +6.5% | -4.6% | +11.1% | +7.8% |
| 6M | +7.9% | +1.7% | +6.1% | +5.3% |
| YTD | +26.6% | +7.3% | +19.2% | +20.6% |
| 1Y | +13.8% | +20.8% | -7.0% | +3.2% |
| 3Y | +9.2% | +247.0% | -237.8% | -37.3% |
| 5Y | -15.6% | +225.5% | -241.0% | -51.6% |
| 10Y | +119.2% | +363.0% | -243.8% | +5.3% |
| All | +34.8% | +192.2% | -157.3% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling