-5.1%
COST vs CNH
+20.2%
-25.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | -4.4% | +27.0% | -31.4% | -5.3% |
| 3M | -8.1% | +32.6% | -40.7% | -9.2% |
| 6M | -9.2% | +23.6% | -32.8% | -10.1% |
| YTD | +5.1% | +47.8% | -42.7% | +2.8% |
| 1Y | -5.1% | +21.3% | -26.4% | -9.2% |
| All | -5.1% | +20.2% | -25.3% | -9.2% |
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 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