-23.9%
DOW vs CNH
+32.9%
-56.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -4.8% |
| 7D | -9.4% | +8.6% | -18.0% | -12.0% |
| 30D | +8.9% | +12.6% | -3.6% | +4.4% |
| 3M | +6.7% | +17.5% | -10.8% | -0.7% |
| 6M | -14.2% | +18.1% | -32.3% | -21.5% |
| YTD | +36.9% | +40.4% | -3.5% | +11.3% |
| 1Y | +45.8% | +34.0% | +11.8% | +21.2% |
| 3Y | -23.9% | +35.3% | -59.2% | -34.4% |
| All | -23.9% | +32.9% | -56.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling