+319.4%
IR vs CNH
+40.6%
+278.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.2% | -0.8% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +3.3% | -15.2% | +18.6% | +11.5% |
| 3M | -9.0% | +4.3% | -13.3% | -12.8% |
| 6M | +8.0% | +10.1% | -2.1% | -0.2% |
| YTD | +3.4% | +23.2% | -19.8% | -10.0% |
| 1Y | +4.5% | +8.5% | -4.0% | -3.4% |
| 3Y | +25.6% | +4.1% | +21.5% | +14.1% |
| 5Y | +43.8% | -17.8% | +61.7% | +42.9% |
| All | +319.4% | +40.6% | +278.8% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling