+31.0%
F vs CNH
+29.2%
+1.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.6% | +0.4% |
| 7D | +5.3% | +23.3% | -18.0% | -0.2% |
| 30D | +4.6% | +33.5% | -28.9% | -3.1% |
| 3M | -3.7% | +32.7% | -36.4% | -10.9% |
| 6M | +16.8% | +22.2% | -5.4% | +10.8% |
| YTD | +15.3% | +57.7% | -42.4% | +0.3% |
| 1Y | +31.0% | +28.0% | +3.0% | +19.5% |
| All | +31.0% | +29.2% | +1.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling