+200.1%
EXC vs CNH
+113.9%
+86.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -1.4% | +6.7% | -8.0% | -2.6% |
| 30D | +8.3% | +7.2% | +1.1% | +6.8% |
| 3M | +2.6% | +17.5% | -14.9% | -1.1% |
| 6M | +5.2% | +15.0% | -9.8% | +1.3% |
| YTD | +7.5% | +36.8% | -29.2% | -0.6% |
| 1Y | +3.2% | +27.6% | -24.5% | -3.5% |
| 3Y | +29.5% | +34.3% | -4.8% | +16.1% |
| 5Y | +39.7% | -12.2% | +51.9% | +34.5% |
| 10Y | +200.1% | +113.9% | +86.2% | +125.9% |
| All | +200.1% | +113.9% | +86.2% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling