+75.1%
CNH vs TW
+221.1%
-146.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +23.3% | -2.3% | +25.6% | +24.0% |
| 30D | +33.5% | +3.9% | +29.5% | +31.9% |
| 3M | +32.7% | +5.7% | +27.0% | +29.9% |
| 6M | +22.2% | -14.5% | +36.7% | +26.6% |
| YTD | +57.7% | -0.9% | +58.6% | +55.6% |
| 1Y | +28.0% | -13.5% | +41.5% | +31.5% |
| 3Y | +11.5% | +25.0% | -13.4% | -2.3% |
| 5Y | +11.9% | +22.7% | -10.8% | -3.9% |
| All | +75.1% | +221.1% | -146.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling