+13.2%
CNH vs WY
-20.4%
+33.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +1.8% | -1.7% | +3.5% | +3.0% |
| 30D | +32.6% | -9.9% | +42.5% | +41.4% |
| 3M | +29.4% | -7.5% | +36.9% | +35.5% |
| 6M | +26.0% | -5.1% | +31.1% | +29.9% |
| YTD | +52.2% | -2.1% | +54.3% | +53.3% |
| 1Y | +23.9% | -7.3% | +31.2% | +28.6% |
| 3Y | +10.1% | -22.6% | +32.8% | +26.1% |
| 5Y | +13.2% | -19.8% | +32.9% | +27.0% |
| All | +13.2% | -20.4% | +33.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling