+34.5%
D vs CNH
+162.8%
-128.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.0% |
| 7D | +1.5% | +23.3% | -21.8% | -1.8% |
| 30D | -2.6% | +33.5% | -36.0% | -7.0% |
| 3M | 0.0% | +32.7% | -32.7% | -4.7% |
| 6M | +7.4% | +22.2% | -14.8% | +3.3% |
| YTD | +15.9% | +57.7% | -41.8% | +7.0% |
| 1Y | +18.1% | +28.0% | -9.9% | +12.4% |
| 3Y | +58.4% | +11.5% | +46.8% | +51.6% |
| 5Y | +5.2% | +11.9% | -6.7% | -1.2% |
| All | +34.5% | +162.8% | -128.3% | +1.7% |
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 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