+28.0%
CNH vs TDY
+11.8%
+16.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.8% |
| 7D | +23.3% | -1.8% | +25.1% | +24.6% |
| 30D | +33.5% | -10.7% | +44.1% | +43.0% |
| 3M | +32.7% | -1.3% | +34.0% | +33.5% |
| 6M | +22.2% | -10.6% | +32.7% | +28.7% |
| YTD | +57.7% | +19.6% | +38.1% | +44.5% |
| 1Y | +28.0% | +11.6% | +16.3% | +19.1% |
| All | +28.0% | +11.8% | +16.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling