+78.5%
CNH vs Z
+6.9%
+71.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.1% |
| 30D | -7.2% | +8.3% | -15.5% | -9.0% |
| 3M | +6.5% | -11.6% | +18.2% | +8.0% |
| 6M | +7.9% | -33.6% | +41.5% | +14.8% |
| YTD | +26.6% | -56.7% | +83.3% | +44.4% |
| 1Y | +13.8% | -59.1% | +72.9% | +31.1% |
| 3Y | +9.2% | -20.4% | +29.6% | +8.4% |
| 5Y | -15.6% | -55.3% | +39.7% | -11.2% |
| 10Y | +119.2% | -14.2% | +133.4% | +76.2% |
| All | +78.5% | +6.9% | +71.7% | +38.7% |
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