+65.4%
CVS vs CNH
+12.3%
+53.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | +4.0% | +23.3% | -19.3% | +0.2% |
| 30D | -2.4% | +33.5% | -35.9% | -7.4% |
| 3M | +2.7% | +32.7% | -30.1% | -2.7% |
| 6M | +21.9% | +22.2% | -0.3% | +17.0% |
| YTD | +24.7% | +57.7% | -32.9% | +13.6% |
| 1Y | +35.4% | +28.0% | +7.5% | +28.3% |
| All | +65.4% | +12.3% | +53.0% | +52.3% |
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