+8.7%
CNH vs WU
-51.1%
+59.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -4.6% |
| 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% | +26.6% |
| 6M | +23.2% | -23.9% | +47.1% | +34.4% |
| YTD | +48.9% | -20.4% | +69.3% | +59.2% |
| 1Y | +19.4% | -10.6% | +30.0% | +21.2% |
| 3Y | +7.8% | -27.7% | +35.5% | +16.3% |
| 5Y | +8.7% | -51.1% | +59.9% | +32.2% |
| All | +8.7% | -51.1% | +59.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling