+48.3%
D vs CNH
+107.8%
-59.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.8% |
| 7D | +2.4% | +4.5% | -2.1% | +1.6% |
| 30D | +10.9% | +7.6% | +3.3% | +9.5% |
| 3M | +2.8% | +17.0% | -14.1% | -0.2% |
| 6M | +12.7% | +12.9% | -0.2% | +9.5% |
| YTD | +20.3% | +34.3% | -13.9% | +13.3% |
| 1Y | +17.1% | +28.5% | -11.4% | +10.9% |
| 3Y | +75.1% | +31.9% | +43.3% | +62.5% |
| 5Y | +13.1% | -9.6% | +22.7% | +9.5% |
| 10Y | +48.3% | +106.3% | -58.0% | +17.2% |
| All | +48.3% | +107.8% | -59.6% | +17.2% |
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