-17.6%
CNH vs TAP
+0.6%
-18.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.5% |
| 7D | +3.0% | +1.3% | +1.8% | +2.5% |
| 30D | -0.6% | +5.7% | -6.3% | -2.7% |
| 3M | +14.6% | -1.9% | +16.5% | +14.9% |
| 6M | +11.8% | +0.9% | +10.8% | +10.7% |
| YTD | +30.4% | -9.5% | +39.9% | +33.2% |
| 1Y | +19.1% | -9.0% | +28.0% | +21.3% |
| 3Y | +30.2% | -22.2% | +52.4% | +38.3% |
| All | -17.6% | +0.6% | -18.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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