+68.0%
CNH vs WU
-23.7%
+91.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | +23.3% | -0.8% | +24.1% | +23.8% |
| 30D | +33.5% | -1.1% | +34.6% | +34.0% |
| 3M | +32.7% | -3.9% | +36.6% | +32.9% |
| 6M | +22.2% | -20.7% | +42.8% | +33.7% |
| YTD | +57.7% | -18.4% | +76.0% | +69.5% |
| 1Y | +28.0% | -8.1% | +36.0% | +28.4% |
| 3Y | +11.5% | -24.2% | +35.7% | +20.1% |
| 5Y | +11.9% | -50.4% | +62.3% | +46.7% |
| 10Y | +162.8% | -40.0% | +202.8% | +201.2% |
| All | +68.0% | -23.7% | +91.7% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling