+23.9%
CNH vs RUN
-48.0%
+71.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.7% |
| 7D | +1.8% | -1.8% | +3.6% | +2.0% |
| 30D | +32.6% | -10.8% | +43.5% | +34.1% |
| 3M | +29.4% | -30.2% | +59.6% | +34.1% |
| 6M | +26.0% | -22.3% | +48.3% | +28.8% |
| YTD | +52.2% | -52.2% | +104.4% | +57.6% |
| 1Y | +23.9% | -45.1% | +69.0% | +28.1% |
| All | +23.9% | -48.0% | +71.9% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling