+244.2%
EXC vs CNH
+32.2%
+212.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.4% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | +10.0% | -7.2% | +17.2% | +11.2% |
| 3M | +1.6% | +6.5% | -4.9% | -0.1% |
| 6M | +3.3% | +7.9% | -4.6% | +0.8% |
| YTD | +7.6% | +26.6% | -19.0% | +1.3% |
| 1Y | +3.5% | +13.8% | -10.3% | -0.8% |
| 3Y | +27.7% | +9.2% | +18.5% | +20.1% |
| 5Y | +41.1% | -15.6% | +56.7% | +36.9% |
| 10Y | +178.2% | +119.2% | +59.0% | +107.1% |
| All | +244.2% | +32.2% | +212.0% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling