-14.9%
CNH vs RMD
-5.3%
-9.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.2% |
| 7D | -1.7% | +2.3% | -4.0% | -2.4% |
| 30D | -7.2% | +4.1% | -11.3% | -8.8% |
| 3M | +6.5% | +5.7% | +0.8% | +4.0% |
| 6M | +7.9% | +12.9% | -5.0% | +2.6% |
| YTD | +26.6% | -1.5% | +28.1% | +25.7% |
| 1Y | +13.8% | -4.8% | +18.5% | +14.1% |
| 3Y | +9.2% | +57.5% | -48.3% | -8.2% |
| All | -14.9% | -5.3% | -9.6% | -17.9% |
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