+124.0%
CNH vs Z
-11.7%
+135.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +10.2% |
| 7D | +8.6% | -5.2% | +13.7% | +9.5% |
| 30D | +12.6% | +5.7% | +6.8% | +11.0% |
| 3M | +17.5% | -8.7% | +26.3% | +18.5% |
| 6M | +18.1% | -26.0% | +44.1% | +23.4% |
| YTD | +40.4% | -55.0% | +95.4% | +59.4% |
| 1Y | +34.0% | -58.0% | +92.0% | +54.1% |
| 3Y | +35.3% | -15.2% | +50.5% | +32.9% |
| 5Y | -5.1% | -53.8% | +48.7% | -0.7% |
| 10Y | +124.0% | -14.5% | +138.5% | +78.6% |
| All | +124.0% | -11.7% | +135.7% | +78.6% |
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