+68.0%
CNH vs RMD
+418.1%
-350.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +23.3% | -5.0% | +28.3% | +25.1% |
| 30D | +33.5% | +2.2% | +31.2% | +32.2% |
| 3M | +32.7% | +17.8% | +14.9% | +25.4% |
| 6M | +22.2% | -11.3% | +33.5% | +26.0% |
| YTD | +57.7% | -4.4% | +62.1% | +58.7% |
| 1Y | +28.0% | -15.7% | +43.7% | +33.8% |
| 3Y | +11.5% | +47.7% | -36.2% | -4.3% |
| 5Y | +11.9% | -19.2% | +31.1% | +13.2% |
| 10Y | +162.8% | +280.4% | -117.6% | +68.3% |
| All | +68.0% | +418.1% | -350.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling