-10.8%
CNH vs S
-52.7%
+41.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +2.6% |
| 7D | -1.7% | -13.4% | +11.7% | -0.3% |
| 30D | -7.2% | -14.0% | +6.8% | -6.1% |
| 3M | +6.5% | +4.9% | +1.7% | +5.2% |
| 6M | +7.9% | +42.0% | -34.1% | +2.6% |
| YTD | +26.6% | +45.1% | -18.5% | +19.4% |
| 1Y | +13.8% | +33.1% | -19.3% | +8.2% |
| 3Y | +9.2% | +40.6% | -31.4% | +1.4% |
| 5Y | -15.6% | -67.5% | +51.9% | -14.3% |
| All | -10.8% | -52.7% | +41.9% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling