+45.7%
CNH vs WY
+18.1%
+27.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.7% | -5.1% | +11.7% | +9.8% |
| 30D | +7.2% | +9.0% | -1.8% | +1.7% |
| 3M | +17.5% | -16.7% | +34.2% | +29.6% |
| 6M | +15.0% | -10.3% | +25.2% | +21.4% |
| YTD | +36.8% | -10.5% | +47.3% | +44.3% |
| 1Y | +27.6% | -5.9% | +33.5% | +30.7% |
| 3Y | +34.3% | -24.7% | +59.0% | +53.9% |
| 5Y | -12.2% | -31.5% | +19.3% | +5.2% |
| 10Y | +113.9% | +4.7% | +109.1% | +89.5% |
| All | +45.7% | +18.1% | +27.5% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling