+61.1%
CNP vs CNH
+7.0%
+54.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +1.6% |
| 7D | -4.2% | -1.7% | -2.5% | -4.1% |
| 30D | +5.5% | -7.2% | +12.8% | +5.9% |
| 3M | +0.6% | +6.5% | -6.0% | -0.1% |
| 6M | -2.8% | +7.9% | -10.7% | -3.6% |
| YTD | +7.9% | +26.6% | -18.7% | +6.0% |
| 1Y | +6.7% | +13.8% | -7.1% | +5.4% |
| 3Y | +61.1% | +9.2% | +51.9% | +56.8% |
| All | +61.1% | +7.0% | +54.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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