+15.2%
D vs CNH
-14.7%
+29.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.8% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +11.5% | -7.2% | +18.7% | +12.4% |
| 3M | +3.7% | +6.5% | -2.8% | +2.3% |
| 6M | +13.5% | +7.9% | +5.7% | +11.4% |
| YTD | +20.7% | +26.6% | -5.9% | +15.5% |
| 1Y | +18.2% | +13.8% | +4.5% | +14.7% |
| 3Y | +73.3% | +9.2% | +64.1% | +66.4% |
| All | +15.2% | -14.7% | +29.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling