+132.2%
COP vs CNH
-17.7%
+149.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.4% | +3.0% | +1.4% | +3.2% |
| 30D | 0.0% | -0.6% | +0.5% | -0.3% |
| 3M | +15.0% | +14.6% | +0.4% | +9.2% |
| 6M | +22.0% | +11.8% | +10.2% | +15.1% |
| YTD | +55.3% | +30.4% | +24.9% | +35.8% |
| 1Y | +64.1% | +19.1% | +45.1% | +48.3% |
| 3Y | +34.1% | +30.2% | +3.9% | +12.1% |
| All | +132.2% | -17.7% | +149.9% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling