+106.3%
CNH vs Z
-19.5%
+125.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.1% | -3.3% |
| 7D | +4.5% | -6.5% | +11.0% | +5.7% |
| 30D | +7.6% | -0.1% | +7.7% | +7.3% |
| 3M | +17.0% | -14.1% | +31.1% | +19.4% |
| 6M | +12.9% | -30.1% | +43.0% | +19.3% |
| YTD | +34.3% | -57.5% | +91.8% | +54.2% |
| 1Y | +28.5% | -60.3% | +88.9% | +49.5% |
| 3Y | +31.9% | -21.0% | +52.9% | +31.3% |
| 5Y | -9.6% | -54.9% | +45.3% | -4.9% |
| 10Y | +106.3% | -16.0% | +122.3% | +62.0% |
| All | +106.3% | -19.5% | +125.8% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling