+43.8%
D vs CNH
+134.0%
-90.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.4% | -2.1% |
| 7D | +0.8% | +8.6% | -7.8% | -0.6% |
| 30D | +10.7% | +12.6% | -1.8% | +8.6% |
| 3M | +2.3% | +17.5% | -15.2% | -0.8% |
| 6M | +12.5% | +18.1% | -5.6% | +8.6% |
| YTD | +20.1% | +40.4% | -20.3% | +12.5% |
| 1Y | +15.6% | +34.0% | -18.4% | +8.9% |
| 3Y | +75.2% | +35.3% | +39.9% | +62.1% |
| 5Y | +14.6% | -5.1% | +19.7% | +10.1% |
| 10Y | +43.8% | +124.0% | -80.3% | +16.1% |
| All | +43.8% | +134.0% | -90.2% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling