+1,115.5%
COST vs CNH
+36.2%
+1,079.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +5.0% | +3.0% | +2.0% | +4.5% |
| 30D | +12.8% | -0.6% | +13.4% | +12.7% |
| 3M | +15.2% | +14.6% | +0.5% | +12.4% |
| 6M | +7.4% | +11.8% | -4.3% | +4.8% |
| YTD | +29.0% | +30.4% | -1.4% | +22.6% |
| 1Y | +20.3% | +19.1% | +1.2% | +15.7% |
| 3Y | +99.0% | +30.2% | +68.8% | +84.9% |
| 5Y | +125.7% | -17.8% | +143.5% | +122.0% |
| 10Y | +775.3% | +103.9% | +671.4% | +629.7% |
| All | +1,115.5% | +36.2% | +1,079.3% | +926.7% |
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