+79.1%
D vs CNH
+59.0%
+20.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -0.4% | +1.8% | -2.3% | -0.7% |
| 30D | -2.1% | +32.6% | -34.7% | -6.1% |
| 3M | -0.7% | +29.4% | -30.2% | -4.7% |
| 6M | +5.6% | +26.0% | -20.4% | +1.4% |
| YTD | +14.6% | +52.2% | -37.6% | +7.1% |
| 1Y | +15.3% | +23.9% | -8.5% | +10.7% |
| 3Y | +59.1% | +10.1% | +49.0% | +53.2% |
| 5Y | +3.9% | +13.2% | -9.2% | -2.0% |
| 10Y | +38.5% | +160.7% | -122.2% | +10.1% |
| All | +79.1% | +59.0% | +20.2% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling