+156.4%
MAR vs CNH
+7.1%
+149.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.4% |
| 7D | -1.7% | +8.8% | -10.5% | -4.7% |
| 30D | -6.9% | +24.7% | -31.6% | -14.2% |
| 3M | -15.8% | +27.3% | -43.2% | -23.7% |
| 6M | +1.9% | +23.2% | -21.2% | -7.1% |
| YTD | +6.6% | +48.9% | -42.3% | -10.2% |
| 1Y | +23.7% | +19.4% | +4.3% | +13.1% |
| 3Y | +64.6% | +7.8% | +56.8% | +53.3% |
| 5Y | +156.4% | +8.7% | +147.6% | +127.8% |
| All | +156.4% | +7.1% | +149.2% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling