+47.6%
EXC vs CNH
+11.5%
+36.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.4% |
| 7D | +0.3% | +23.3% | -23.0% | -1.8% |
| 30D | -3.7% | +33.5% | -37.2% | -6.5% |
| 3M | -1.3% | +32.7% | -34.0% | -4.2% |
| 6M | -9.7% | +22.2% | -31.9% | -11.8% |
| YTD | +2.9% | +57.7% | -54.8% | -2.7% |
| 1Y | +4.4% | +28.0% | -23.6% | +1.1% |
| 3Y | +22.2% | +11.5% | +10.7% | +19.2% |
| All | +47.6% | +11.5% | +36.2% | +39.2% |
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