+336.0%
IR vs CNH
+56.1%
+279.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.8% |
| 7D | +1.1% | +6.7% | -5.6% | -2.3% |
| 30D | +7.6% | +7.2% | +0.4% | +3.5% |
| 3M | +0.1% | +17.5% | -17.4% | -9.6% |
| 6M | +14.0% | +15.0% | -1.0% | +3.0% |
| YTD | +7.5% | +36.8% | -29.3% | -11.4% |
| 1Y | +10.1% | +27.6% | -17.5% | -6.1% |
| 3Y | +24.9% | +34.3% | -9.5% | -0.1% |
| 5Y | +46.9% | -12.2% | +59.1% | +41.3% |
| All | +336.0% | +56.1% | +279.9% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling