+8.7%
CNH vs RMD
-21.0%
+29.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.6% |
| 7D | +8.8% | -4.5% | +13.3% | +10.3% |
| 30D | +24.7% | +4.6% | +20.1% | +22.7% |
| 3M | +27.3% | +14.8% | +12.6% | +21.3% |
| 6M | +23.2% | -12.1% | +35.2% | +27.5% |
| YTD | +48.9% | -7.5% | +56.4% | +51.6% |
| 1Y | +19.4% | -20.1% | +39.5% | +27.1% |
| 3Y | +7.8% | +53.9% | -46.1% | -8.3% |
| 5Y | +8.7% | -22.2% | +30.9% | +3.3% |
| All | +8.7% | -21.0% | +29.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling