+51.8%
CNH vs TW
+294.9%
-243.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | +6.7% | +2.8% | +3.8% | +5.9% |
| 30D | +7.2% | +18.1% | -10.8% | +2.7% |
| 3M | +17.5% | +25.2% | -7.7% | +10.5% |
| 6M | +15.0% | +19.1% | -4.2% | +8.9% |
| YTD | +36.8% | +21.9% | +14.9% | +27.6% |
| 1Y | +27.6% | +18.9% | +8.7% | +20.0% |
| 3Y | +34.3% | +41.7% | -7.4% | +14.8% |
| 5Y | -12.2% | +40.4% | -52.6% | -26.7% |
| All | +51.8% | +294.9% | -243.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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