+29.2%
DOW vs CNH
+29.2%
0.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.1% | -3.4% |
| 7D | -2.4% | +23.3% | -25.7% | -4.2% |
| 30D | +0.4% | +33.5% | -33.1% | -2.2% |
| 3M | -14.4% | +32.7% | -47.1% | -16.7% |
| 6M | -7.0% | +22.2% | -29.2% | -5.0% |
| YTD | +30.2% | +57.7% | -27.5% | +11.7% |
| 1Y | +29.2% | +28.0% | +1.2% | +23.8% |
| All | +29.2% | +29.2% | 0.0% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling