+13.1%
CNH vs S
-71.4%
+84.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +23.3% | -7.7% | +31.0% | +24.2% |
| 30D | +33.5% | -5.3% | +38.8% | +33.7% |
| 3M | +32.7% | +20.3% | +12.5% | +29.1% |
| 6M | +22.2% | +47.4% | -25.2% | +15.2% |
| YTD | +57.7% | +32.5% | +25.2% | +50.2% |
| 1Y | +28.0% | +9.5% | +18.5% | +24.5% |
| 3Y | +11.5% | +15.5% | -4.0% | +5.6% |
| All | +13.1% | -71.4% | +84.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling