+113.9%
CNH vs RUN
+74.1%
+39.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.3% | +1.3% |
| 7D | +6.7% | +3.2% | +3.5% | +5.9% |
| 30D | +7.2% | +19.5% | -12.3% | +4.0% |
| 3M | +17.5% | -9.6% | +27.1% | +18.3% |
| 6M | +15.0% | -37.3% | +52.3% | +21.2% |
| YTD | +36.8% | -50.7% | +87.5% | +45.7% |
| 1Y | +27.6% | -54.1% | +81.7% | +36.9% |
| 3Y | +34.3% | -3.9% | +38.2% | +8.0% |
| 5Y | -12.2% | -84.4% | +72.2% | -11.9% |
| 10Y | +113.9% | +77.5% | +36.4% | +24.7% |
| All | +113.9% | +74.1% | +39.8% | +24.7% |
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