+303.3%
LOW vs CNH
+107.8%
+195.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.4% |
| 7D | +8.7% | +4.5% | +4.1% | +6.8% |
| 30D | +25.5% | +7.6% | +17.8% | +22.0% |
| 3M | +6.6% | +17.0% | -10.4% | -0.5% |
| 6M | +2.4% | +12.9% | -10.5% | -3.9% |
| YTD | -1.7% | +34.3% | -36.0% | -13.7% |
| 1Y | +1.7% | +28.5% | -26.8% | -9.5% |
| 3Y | +26.6% | +31.9% | -5.3% | +8.2% |
| 5Y | +10.1% | -9.6% | +19.7% | +3.9% |
| 10Y | +303.3% | +106.3% | +197.0% | +164.0% |
| All | +303.3% | +107.8% | +195.5% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling