+122.4%
CNH vs Z
+25.1%
+97.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.2% | +4.4% |
| 7D | +23.3% | -3.0% | +26.3% | +23.9% |
| 30D | +33.5% | -4.2% | +37.6% | +34.0% |
| 3M | +32.7% | -3.7% | +36.4% | +32.8% |
| 6M | +22.2% | -24.5% | +46.7% | +27.3% |
| YTD | +57.7% | -49.3% | +107.0% | +75.8% |
| 1Y | +28.0% | -58.7% | +86.7% | +48.0% |
| 3Y | +11.5% | -34.1% | +45.7% | +15.0% |
| 5Y | +11.9% | -64.5% | +76.4% | +21.4% |
| 10Y | +162.8% | -0.5% | +163.3% | +106.4% |
| All | +122.4% | +25.1% | +97.3% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling