+40.4%
EXC vs CNH
-17.7%
+58.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +1.4% | +3.0% | -1.6% | +1.0% |
| 30D | +8.6% | -0.6% | +9.2% | +8.5% |
| 3M | +2.4% | +14.6% | -12.2% | +0.6% |
| 6M | +6.5% | +11.8% | -5.3% | +4.6% |
| YTD | +9.0% | +30.4% | -21.4% | +4.7% |
| 1Y | +4.6% | +19.1% | -14.5% | +1.5% |
| 3Y | +33.5% | +30.2% | +3.3% | +24.2% |
| All | +40.4% | -17.7% | +58.1% | +37.6% |
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