+154.0%
CNH vs TDY
+479.2%
-325.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.2% |
| 7D | -5.7% | -1.1% | -4.6% | -5.0% |
| 30D | +26.6% | -12.0% | +38.6% | +37.2% |
| 3M | +31.1% | -3.2% | +34.3% | +33.5% |
| 6M | +24.9% | -7.9% | +32.7% | +31.4% |
| YTD | +48.7% | +18.2% | +30.5% | +32.8% |
| 1Y | +22.2% | +6.7% | +15.5% | +16.2% |
| 3Y | +7.4% | +47.5% | -40.1% | -18.7% |
| 5Y | +10.8% | +39.5% | -28.7% | -14.2% |
| All | +154.0% | +479.2% | -325.3% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling