+27.6%
IR vs CNH
+7.0%
+20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.3% |
| 7D | +3.7% | -1.7% | +5.4% | +4.4% |
| 30D | +7.4% | -7.2% | +14.7% | +10.3% |
| 3M | -5.9% | +6.5% | -12.5% | -10.0% |
| 6M | +5.6% | +7.9% | -2.3% | -0.3% |
| YTD | +4.8% | +26.6% | -21.8% | -7.5% |
| 1Y | +6.9% | +13.8% | -6.8% | -1.7% |
| 3Y | +27.6% | +9.2% | +18.4% | +19.9% |
| All | +27.6% | +7.0% | +20.5% | +19.9% |
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