+537.5%
MAR vs CNH
+107.8%
+429.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.0% | +4.5% |
| 7D | +2.9% | +4.5% | -1.7% | +0.4% |
| 30D | +17.0% | +7.6% | +9.4% | +12.5% |
| 3M | +23.2% | +17.0% | +6.2% | +12.2% |
| 6M | +21.7% | +12.9% | +8.8% | +10.8% |
| YTD | +38.9% | +34.3% | +4.6% | +15.0% |
| 1Y | +48.7% | +28.5% | +20.1% | +25.3% |
| 3Y | +122.9% | +31.9% | +91.0% | +76.2% |
| 5Y | +177.5% | -9.6% | +187.1% | +155.0% |
| 10Y | +537.5% | +106.3% | +431.3% | +278.5% |
| All | +537.5% | +107.8% | +429.7% | +278.5% |
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 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