+49.1%
D vs CNH
+106.0%
-56.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | +7.7% | -0.6% | +8.3% | +7.6% |
| 3M | -0.3% | +14.6% | -14.9% | -3.0% |
| 6M | +10.1% | +11.8% | -1.7% | +7.1% |
| YTD | +19.1% | +30.4% | -11.4% | +12.6% |
| 1Y | +15.9% | +19.1% | -3.2% | +11.1% |
| 3Y | +75.0% | +30.2% | +44.8% | +62.6% |
| 5Y | +13.4% | -17.8% | +31.2% | +11.4% |
| All | +49.1% | +106.0% | -56.9% | +19.8% |
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