+149.5%
CNH vs Z
-7.0%
+156.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.4% | +0.9% | -4.4% |
| 7D | +8.8% | -3.3% | +12.1% | +9.5% |
| 30D | +24.7% | -3.7% | +28.4% | +25.2% |
| 3M | +27.3% | -7.0% | +34.3% | +28.3% |
| 6M | +23.2% | -29.5% | +52.7% | +30.1% |
| YTD | +48.9% | -52.6% | +101.5% | +68.4% |
| 1Y | +19.4% | -64.0% | +83.4% | +42.1% |
| 3Y | +7.8% | -36.4% | +44.2% | +12.0% |
| 5Y | +8.7% | -65.8% | +74.5% | +18.8% |
| 10Y | +149.5% | -5.8% | +155.3% | +93.9% |
| All | +149.5% | -7.0% | +156.5% | +93.9% |
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