+160.7%
CNH vs RUN
+43.6%
+117.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.9% |
| 7D | +1.8% | -1.8% | +3.6% | +2.0% |
| 30D | +32.6% | -10.8% | +43.5% | +34.6% |
| 3M | +29.4% | -30.2% | +59.6% | +35.5% |
| 6M | +26.0% | -22.3% | +48.3% | +28.9% |
| YTD | +52.2% | -52.2% | +104.4% | +63.8% |
| 1Y | +23.9% | -45.1% | +69.0% | +29.1% |
| 3Y | +10.1% | -37.1% | +47.2% | -5.0% |
| 5Y | +13.2% | -80.3% | +93.4% | +8.8% |
| 10Y | +160.7% | +45.2% | +115.4% | +57.3% |
| All | +160.7% | +43.6% | +117.1% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling