+8.7%
CNH vs RUN
-80.3%
+89.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -6.0% |
| 7D | +8.8% | +10.2% | -1.4% | +7.5% |
| 30D | +24.7% | -9.6% | +34.3% | +26.1% |
| 3M | +27.3% | -31.5% | +58.8% | +32.8% |
| 6M | +23.2% | -18.7% | +41.8% | +25.0% |
| YTD | +48.9% | -49.9% | +98.8% | +57.8% |
| 1Y | +19.4% | -45.5% | +64.9% | +24.0% |
| 3Y | +7.8% | -34.1% | +41.8% | -6.3% |
| 5Y | +8.7% | -79.4% | +88.2% | +5.9% |
| All | +8.7% | -80.3% | +89.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling