+68.0%
CNH vs WY
+31.7%
+36.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +23.3% | -1.7% | +25.0% | +24.5% |
| 30D | +33.5% | -10.1% | +43.6% | +41.6% |
| 3M | +32.7% | -5.1% | +37.9% | +36.3% |
| 6M | +22.2% | -4.8% | +27.0% | +25.4% |
| YTD | +57.7% | -0.2% | +57.9% | +57.1% |
| 1Y | +28.0% | -6.6% | +34.6% | +31.8% |
| 3Y | +11.5% | -22.7% | +34.3% | +26.4% |
| 5Y | +11.9% | -22.2% | +34.1% | +25.0% |
| 10Y | +162.8% | +7.3% | +155.5% | +130.0% |
| All | +68.0% | +31.7% | +36.3% | +32.4% |
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 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