+12.8%
CNH vs RMD
+53.4%
-40.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +23.3% | -5.0% | +28.3% | +25.0% |
| 30D | +33.5% | +2.2% | +31.2% | +32.3% |
| 3M | +32.7% | +17.8% | +14.9% | +25.6% |
| 6M | +22.2% | -11.3% | +33.5% | +26.3% |
| YTD | +57.7% | -4.4% | +62.1% | +59.1% |
| 1Y | +28.0% | -15.7% | +43.7% | +34.0% |
| All | +12.8% | +53.4% | -40.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling