+500.3%
LOW vs CNH
+32.2%
+468.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -2.0% |
| 7D | +7.4% | -1.7% | +9.1% | +7.9% |
| 30D | +24.5% | -7.2% | +31.7% | +27.1% |
| 3M | +3.5% | +6.5% | -3.1% | +0.3% |
| 6M | -2.6% | +7.9% | -10.4% | -6.5% |
| YTD | -4.8% | +26.6% | -31.4% | -13.4% |
| 1Y | -0.8% | +13.8% | -14.6% | -6.9% |
| 3Y | +22.8% | +9.2% | +13.6% | +13.7% |
| 5Y | +5.3% | -15.6% | +20.9% | +2.7% |
| 10Y | +309.5% | +119.2% | +190.3% | +192.4% |
| All | +500.3% | +32.2% | +468.1% | +353.5% |
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