+7.8%
CNH vs WU
-27.2%
+35.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -4.7% |
| 7D | +8.8% | -0.8% | +9.6% | +9.2% |
| 30D | +24.7% | -1.1% | +25.8% | +25.1% |
| 3M | +27.3% | -1.8% | +29.2% | +26.5% |
| 6M | +23.2% | -23.9% | +47.1% | +33.8% |
| YTD | +48.9% | -20.4% | +69.3% | +58.5% |
| 1Y | +19.4% | -10.6% | +30.0% | +20.9% |
| 3Y | +7.8% | -27.7% | +35.5% | +11.1% |
| All | +7.8% | -27.2% | +35.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling