-14.9%
CNH vs Z
-55.4%
+40.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.0% |
| 30D | -7.2% | +8.3% | -15.5% | -9.2% |
| 3M | +6.5% | -11.6% | +18.2% | +8.2% |
| 6M | +7.9% | -33.6% | +41.5% | +15.8% |
| YTD | +26.6% | -56.7% | +83.3% | +47.5% |
| 1Y | +13.8% | -59.1% | +72.9% | +34.2% |
| 3Y | +9.2% | -20.4% | +29.6% | +7.8% |
| All | -14.9% | -55.4% | +40.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling