+44.1%
IR vs CNH
-14.7%
+58.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.2% |
| 7D | +3.7% | -1.7% | +5.4% | +4.5% |
| 30D | +7.4% | -7.2% | +14.7% | +10.7% |
| 3M | -5.9% | +6.5% | -12.5% | -10.4% |
| 6M | +5.6% | +7.9% | -2.3% | -1.0% |
| YTD | +4.8% | +26.6% | -21.8% | -9.1% |
| 1Y | +6.9% | +13.8% | -6.8% | -2.7% |
| 3Y | +27.6% | +9.2% | +18.4% | +14.4% |
| All | +44.1% | -14.7% | +58.8% | +39.6% |
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