+28.0%
CNH vs Z
-58.8%
+86.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.2% | +4.2% |
| 7D | +23.3% | -3.0% | +26.3% | +23.4% |
| 30D | +33.5% | -4.2% | +37.6% | +33.7% |
| 3M | +32.7% | -3.7% | +36.4% | +32.8% |
| 6M | +22.2% | -24.5% | +46.7% | +24.4% |
| YTD | +57.7% | -49.3% | +107.0% | +72.2% |
| 1Y | +28.0% | -58.7% | +86.7% | +45.1% |
| All | +28.0% | -58.8% | +86.8% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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