+8.7%
CNH vs TW
+22.4%
-13.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -5.0% |
| 7D | +8.8% | -3.5% | +12.3% | +9.5% |
| 30D | +24.7% | +0.5% | +24.2% | +24.5% |
| 3M | +27.3% | +4.9% | +22.4% | +25.7% |
| 6M | +23.2% | -17.1% | +40.3% | +27.8% |
| YTD | +48.9% | -3.9% | +52.8% | +48.5% |
| 1Y | +19.4% | -13.3% | +32.7% | +22.1% |
| 3Y | +7.8% | +20.9% | -13.2% | -4.9% |
| 5Y | +8.7% | +20.5% | -11.8% | -8.2% |
| All | +8.7% | +22.4% | -13.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling