+12.5%
CNH vs WY
-11.5%
+24.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.2% | -3.7% |
| 7D | +6.4% | -5.4% | +11.8% | +9.5% |
| 30D | -1.6% | +7.9% | -9.5% | -6.2% |
| 3M | +11.6% | -16.6% | +28.2% | +26.1% |
| 6M | +12.5% | -11.2% | +23.7% | +18.5% |
| All | +12.5% | -11.5% | +24.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling