+106.3%
CNH vs RMD
+340.4%
-234.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | +4.5% | +3.1% | +1.4% | +3.5% |
| 30D | +7.6% | +1.8% | +5.9% | +6.6% |
| 3M | +17.0% | +6.7% | +10.3% | +13.9% |
| 6M | +12.9% | +13.9% | -0.9% | +6.9% |
| YTD | +34.3% | -2.0% | +36.3% | +33.4% |
| 1Y | +28.5% | -5.4% | +33.9% | +29.1% |
| 3Y | +31.9% | +67.4% | -35.5% | +7.5% |
| 5Y | -9.6% | -5.7% | -3.9% | -13.2% |
| 10Y | +106.3% | +338.4% | -232.1% | +38.5% |
| All | +106.3% | +340.4% | -234.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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