+29.3%
EXC vs CNH
+31.3%
-2.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.1% |
| 7D | +0.1% | +4.5% | -4.5% | -0.1% |
| 30D | +9.0% | +7.6% | +1.4% | +8.8% |
| 3M | +3.3% | +17.0% | -13.7% | +2.6% |
| 6M | +5.7% | +12.9% | -7.3% | +5.0% |
| YTD | +7.3% | +34.3% | -26.9% | +5.7% |
| 1Y | +2.9% | +28.5% | -25.6% | +1.5% |
| 3Y | +29.3% | +31.9% | -2.5% | +21.8% |
| All | +29.3% | +31.3% | -2.0% | +21.8% |
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 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