+10.2%
CNH vs RSG
+89.5%
-79.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | +27.0% | +2.8% | +24.2% | +25.9% |
| 3M | +32.6% | +4.3% | +28.3% | +30.5% |
| 6M | +23.6% | -0.5% | +24.1% | +23.4% |
| YTD | +47.8% | +5.2% | +42.6% | +44.4% |
| 1Y | +21.3% | -2.1% | +23.4% | +21.7% |
| 3Y | +7.0% | +56.5% | -49.5% | -16.4% |
| 5Y | +10.2% | +89.5% | -79.3% | -18.6% |
| All | +10.2% | +89.5% | -79.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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