+1,095.1%
COST vs CNH
+42.8%
+1,052.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +3.9% | +6.7% | -2.7% | +2.9% |
| 30D | +13.5% | +7.2% | +6.3% | +12.3% |
| 3M | +15.3% | +17.5% | -2.2% | +12.2% |
| 6M | +9.2% | +15.0% | -5.8% | +6.1% |
| YTD | +26.9% | +36.8% | -9.9% | +19.8% |
| 1Y | +19.7% | +27.6% | -7.9% | +14.1% |
| 3Y | +96.0% | +34.3% | +61.7% | +81.5% |
| 5Y | +124.0% | -12.2% | +136.3% | +118.5% |
| 10Y | +760.6% | +113.9% | +646.8% | +613.0% |
| All | +1,095.1% | +42.8% | +1,052.3% | +903.3% |
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 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