+44.9%
IR vs CNH
-17.7%
+62.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.5% | +3.0% | -0.5% | +0.9% |
| 30D | +9.2% | -0.6% | +9.7% | +9.0% |
| 3M | +0.9% | +14.6% | -13.7% | -7.3% |
| 6M | +19.2% | +11.8% | +7.5% | +9.7% |
| YTD | +7.5% | +30.4% | -22.9% | -8.4% |
| 1Y | +11.7% | +19.1% | -7.3% | -0.6% |
| 3Y | +23.9% | +30.2% | -6.3% | +1.9% |
| All | +44.9% | -17.7% | +62.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling