+298.3%
COP vs CNH
+134.0%
+164.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.2% | -5.9% |
| 7D | -8.4% | +8.6% | -17.0% | -11.9% |
| 30D | +0.3% | +12.6% | -12.3% | -5.3% |
| 3M | +15.1% | +17.5% | -2.4% | +5.2% |
| 6M | +19.8% | +18.1% | +1.7% | +7.0% |
| YTD | +46.8% | +40.4% | +6.4% | +17.7% |
| 1Y | +59.7% | +34.0% | +25.8% | +30.5% |
| 3Y | +28.7% | +35.3% | -6.6% | -1.0% |
| 5Y | +110.7% | -5.1% | +115.8% | +86.6% |
| 10Y | +298.3% | +124.0% | +174.3% | +125.8% |
| All | +298.3% | +134.0% | +164.3% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling