+199.9%
COP vs CNH
+32.2%
+167.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | -11.5% | -1.7% | -9.8% | -10.9% |
| 30D | +5.0% | -7.2% | +12.2% | +7.9% |
| 3M | +17.5% | +6.5% | +10.9% | +12.6% |
| 6M | +16.2% | +7.9% | +8.4% | +8.6% |
| YTD | +48.8% | +26.6% | +22.2% | +26.4% |
| 1Y | +64.1% | +13.8% | +50.3% | +45.7% |
| 3Y | +25.7% | +9.2% | +16.5% | +8.6% |
| 5Y | +114.4% | -15.6% | +130.0% | +102.2% |
| 10Y | +331.7% | +119.2% | +212.5% | +147.0% |
| All | +199.9% | +32.2% | +167.7% | +78.2% |
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