+441.9%
MAR vs CNH
+157.1%
+284.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | -0.5% | +1.8% | -2.3% | -1.4% |
| 30D | -4.7% | +32.6% | -37.3% | -16.8% |
| 3M | -15.6% | +29.4% | -45.0% | -26.4% |
| 6M | +1.2% | +26.0% | -24.8% | -11.6% |
| YTD | +7.5% | +52.2% | -44.7% | -14.7% |
| 1Y | +26.6% | +23.9% | +2.8% | +10.1% |
| 3Y | +66.0% | +10.1% | +55.8% | +46.5% |
| 5Y | +154.1% | +13.2% | +140.9% | +111.3% |
| 10Y | +441.9% | +160.7% | +281.2% | +195.2% |
| All | +441.9% | +157.1% | +284.7% | +195.2% |
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