+208.3%
COP vs CNH
+36.9%
+171.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.3% |
| 7D | +3.4% | +6.4% | -3.0% | +0.2% |
| 30D | -0.6% | -1.6% | +1.0% | -0.6% |
| 3M | +10.8% | +11.6% | -0.8% | +3.7% |
| 6M | +19.6% | +12.5% | +7.1% | +9.2% |
| YTD | +52.9% | +31.1% | +21.8% | +27.3% |
| 1Y | +62.2% | +17.0% | +45.2% | +42.0% |
| 3Y | +32.4% | +28.7% | +3.6% | +5.5% |
| 5Y | +129.7% | -17.4% | +147.1% | +118.9% |
| 10Y | +331.8% | +105.0% | +226.8% | +151.4% |
| All | +208.3% | +36.9% | +171.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling