-1.1%
CNH vs S
-48.9%
+47.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.9% | +10.1% |
| 7D | +8.6% | +1.6% | +7.0% | +8.4% |
| 30D | +12.6% | -10.5% | +23.0% | +13.6% |
| 3M | +17.5% | +9.9% | +7.6% | +15.5% |
| 6M | +18.1% | +41.8% | -23.7% | +12.5% |
| YTD | +40.4% | +56.8% | -16.4% | +31.4% |
| 1Y | +34.0% | +39.0% | -5.0% | +27.0% |
| 3Y | +35.3% | +53.8% | -18.5% | +24.6% |
| 5Y | -5.1% | -68.6% | +63.5% | -4.1% |
| All | -1.1% | -48.9% | +47.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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