-37.4%
DOW vs CNH
+11.5%
-48.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.1% | -4.6% |
| 7D | -2.4% | +23.3% | -25.7% | -10.4% |
| 30D | +0.4% | +33.5% | -33.1% | -11.0% |
| 3M | -14.4% | +32.7% | -47.1% | -24.9% |
| 6M | -7.0% | +22.2% | -29.2% | -16.8% |
| YTD | +30.2% | +57.7% | -27.5% | +2.4% |
| 1Y | +29.2% | +28.0% | +1.2% | +12.3% |
| 3Y | -36.7% | +11.5% | -48.2% | -42.3% |
| All | -37.4% | +11.5% | -48.9% | -47.3% |
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