+95.7%
COST vs CNH
+35.8%
+59.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +3.9% | +6.7% | -2.7% | +3.6% |
| 30D | +13.5% | +7.2% | +6.3% | +13.1% |
| 3M | +15.3% | +17.5% | -2.2% | +14.2% |
| 6M | +9.2% | +15.0% | -5.8% | +8.0% |
| YTD | +26.9% | +36.8% | -9.9% | +24.0% |
| 1Y | +19.7% | +27.6% | -7.9% | +17.5% |
| All | +95.7% | +35.8% | +59.8% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling