+48.7%
MAR vs CNH
+27.3%
+21.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.0% | +3.2% |
| 7D | +2.9% | +4.5% | -1.7% | +2.1% |
| 30D | +17.0% | +7.6% | +9.4% | +15.7% |
| 3M | +23.2% | +17.0% | +6.2% | +19.5% |
| 6M | +21.7% | +12.9% | +8.8% | +18.8% |
| YTD | +38.9% | +34.3% | +4.6% | +28.6% |
| 1Y | +48.7% | +28.5% | +20.1% | +38.3% |
| All | +48.7% | +27.3% | +21.3% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling