+293.0%
LOW vs CNH
+106.0%
+187.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.4% | +3.0% | -1.6% | +0.2% |
| 30D | +21.7% | -0.6% | +22.3% | +21.6% |
| 3M | +5.0% | +14.6% | -9.6% | -1.3% |
| 6M | +4.6% | +11.8% | -7.2% | -1.6% |
| YTD | -3.5% | +30.4% | -33.9% | -14.4% |
| 1Y | +0.5% | +19.1% | -18.5% | -8.1% |
| 3Y | +24.8% | +30.2% | -5.4% | +7.1% |
| 5Y | +6.5% | -17.8% | +24.3% | +4.1% |
| All | +293.0% | +106.0% | +187.0% | +157.1% |
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