-1.4%
LOW vs CNH
+15.2%
-16.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.5% |
| 7D | +15.6% | +6.5% | +9.2% | +13.8% |
| 30D | +28.6% | -12.0% | +40.6% | +32.5% |
| 3M | +5.8% | +4.4% | +1.5% | +3.4% |
| 6M | +3.8% | +15.7% | -11.9% | -2.7% |
| YTD | -2.8% | +28.2% | -31.0% | -10.9% |
| 1Y | -1.4% | +14.8% | -16.2% | -7.3% |
| All | -1.4% | +15.2% | -16.6% | -7.3% |
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