+21.3%
CNH vs WY
-9.3%
+30.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.4% |
| 7D | -2.5% | -3.7% | +1.2% | -0.4% |
| 30D | +27.0% | -11.3% | +38.3% | +35.5% |
| 3M | +32.6% | -8.1% | +40.8% | +38.7% |
| 6M | +23.6% | -7.4% | +31.0% | +28.6% |
| YTD | +47.8% | -4.7% | +52.5% | +53.0% |
| 1Y | +21.3% | -9.2% | +30.5% | +26.4% |
| All | +21.3% | -9.3% | +30.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling