+58.6%
CNH vs TDY
+622.3%
-563.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.0% |
| 7D | +8.8% | -0.9% | +9.7% | +9.4% |
| 30D | +24.7% | -12.5% | +37.1% | +35.5% |
| 3M | +27.3% | -1.2% | +28.5% | +28.1% |
| 6M | +23.2% | -6.6% | +29.7% | +28.5% |
| YTD | +48.9% | +18.5% | +30.5% | +33.0% |
| 1Y | +19.4% | +10.8% | +8.6% | +10.8% |
| 3Y | +7.8% | +47.5% | -39.8% | -18.2% |
| 5Y | +8.7% | +35.8% | -27.1% | -14.1% |
| 10Y | +149.5% | +459.0% | -309.4% | -23.3% |
| All | +58.6% | +622.3% | -563.7% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling