+11.9%
IR vs CNH
+9.6%
+2.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | -0.4% |
| 7D | -2.8% | +23.3% | -26.1% | -11.4% |
| 30D | -15.1% | +33.5% | -48.6% | -25.6% |
| 3M | +6.1% | +32.7% | -26.7% | -7.1% |
| 6M | -16.8% | +22.2% | -39.0% | -24.8% |
| YTD | -3.5% | +57.7% | -61.2% | -21.9% |
| 1Y | -3.5% | +28.0% | -31.5% | -15.0% |
| All | +11.9% | +9.6% | +2.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling