-21.1%
LOW vs CNH
+29.2%
-50.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | +0.2% |
| 7D | -1.7% | +23.3% | -25.0% | -7.4% |
| 30D | -7.0% | +33.5% | -40.5% | -14.7% |
| 3M | -0.9% | +32.7% | -33.6% | -9.4% |
| 6M | -20.1% | +22.2% | -42.3% | -25.7% |
| YTD | -13.9% | +57.7% | -71.6% | -25.1% |
| 1Y | -21.1% | +28.0% | -49.1% | -29.0% |
| All | -21.1% | +29.2% | -50.4% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling