+34.4%
CNH vs Z
-58.2%
+92.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +10.6% |
| 7D | +8.6% | -5.2% | +13.7% | +9.0% |
| 30D | +12.6% | +5.7% | +6.8% | +12.3% |
| 3M | +17.5% | -8.7% | +26.3% | +18.3% |
| 6M | +18.1% | -26.0% | +44.1% | +19.8% |
| YTD | +40.4% | -55.0% | +95.4% | +53.8% |
| All | +34.4% | -58.2% | +92.7% | +51.3% |
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