-27.5%
DOW vs CNH
-17.7%
-9.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.2% | +3.0% | +2.2% | +3.6% |
| 30D | +13.2% | -0.6% | +13.8% | +12.7% |
| 3M | +10.1% | +14.6% | -4.5% | +2.4% |
| 6M | -13.1% | +11.8% | -24.8% | -19.9% |
| YTD | +46.1% | +30.4% | +15.7% | +22.3% |
| 1Y | +50.0% | +19.1% | +31.0% | +31.3% |
| 3Y | -20.2% | +30.2% | -50.4% | -33.3% |
| All | -27.5% | -17.7% | -9.8% | -30.5% |
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