+10.2%
CNH vs TDY
+34.3%
-24.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -2.5% | -1.9% | -0.6% | -1.3% |
| 30D | +27.0% | -12.5% | +39.5% | +37.9% |
| 3M | +32.6% | -0.8% | +33.4% | +33.0% |
| 6M | +23.6% | -9.0% | +32.5% | +30.8% |
| YTD | +47.8% | +16.8% | +31.0% | +33.4% |
| 1Y | +21.3% | +9.5% | +11.8% | +13.6% |
| 3Y | +7.0% | +45.4% | -38.5% | -18.1% |
| 5Y | +10.2% | +37.8% | -27.6% | -15.8% |
| All | +10.2% | +34.3% | -24.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling