+90.6%
CNH vs RUN
-30.6%
+121.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +17.5% | -9.6% | +27.1% | +18.2% |
| 6M | +15.0% | -37.3% | +52.3% | +20.8% |
| YTD | +36.8% | -50.7% | +87.5% | +45.1% |
| 1Y | +27.6% | -54.1% | +81.7% | +36.3% |
| 3Y | +34.3% | -3.9% | +38.2% | +10.7% |
| 5Y | -12.2% | -84.4% | +72.2% | -12.5% |
| 10Y | +113.9% | +77.5% | +36.4% | +44.2% |
| All | +90.6% | -30.6% | +121.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling