+56.8%
COP vs CNH
+31.1%
+25.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +0.7% | +6.7% | -6.0% | +0.9% |
| 30D | +0.2% | +7.2% | -7.0% | +0.4% |
| 3M | +10.2% | +17.5% | -7.3% | +11.6% |
| 6M | +20.1% | +15.0% | +5.1% | +21.7% |
| YTD | +50.5% | +36.8% | +13.7% | +47.7% |
| 1Y | +56.8% | +27.6% | +29.2% | +54.8% |
| All | +56.8% | +31.1% | +25.7% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling