-9.6%
CNH vs RUN
-84.0%
+74.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.6% | +6.2% | -3.0% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | +7.6% | +14.0% | -6.4% | +5.4% |
| 3M | +17.0% | -11.8% | +28.7% | +18.0% |
| 6M | +12.9% | -40.4% | +53.3% | +19.0% |
| YTD | +34.3% | -52.7% | +86.9% | +42.5% |
| 1Y | +28.5% | -52.5% | +81.1% | +35.9% |
| 3Y | +31.9% | -7.7% | +39.6% | +8.5% |
| 5Y | -9.6% | -83.9% | +74.3% | -5.2% |
| All | -9.6% | -84.0% | +74.4% | -5.2% |
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