+30.2%
CNH vs Z
-18.1%
+48.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.2% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | -0.6% | +5.2% | -5.8% | -1.8% |
| 3M | +14.6% | -17.0% | +31.7% | +18.1% |
| 6M | +11.8% | -22.7% | +34.4% | +16.4% |
| YTD | +30.4% | -56.3% | +86.7% | +53.2% |
| 1Y | +19.1% | -57.7% | +76.7% | +40.9% |
| 3Y | +30.2% | -16.5% | +46.7% | +28.3% |
| All | +30.2% | -18.1% | +48.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling