+68.0%
CNH vs TAP
+12.1%
+55.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | -2.3% | +25.6% | +24.4% |
| 30D | +33.5% | -2.1% | +35.6% | +34.5% |
| 3M | +32.7% | +6.6% | +26.1% | +29.1% |
| 6M | +22.2% | -11.5% | +33.7% | +27.3% |
| YTD | +57.7% | -10.3% | +68.0% | +62.9% |
| 1Y | +28.0% | -14.4% | +42.4% | +33.9% |
| 3Y | +11.5% | -28.3% | +39.8% | +23.2% |
| 5Y | +11.9% | +1.7% | +10.2% | +5.0% |
| 10Y | +162.8% | -49.2% | +212.0% | +176.3% |
| All | +68.0% | +12.1% | +55.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling