+1,027.1%
MAR vs CNH
+32.2%
+994.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.3% |
| 7D | +4.3% | -1.7% | +6.0% | +5.0% |
| 30D | +16.8% | -7.2% | +24.0% | +19.9% |
| 3M | +16.0% | +6.5% | +9.5% | +11.2% |
| 6M | +16.5% | +7.9% | +8.6% | +9.4% |
| YTD | +35.0% | +26.6% | +8.5% | +17.3% |
| 1Y | +49.4% | +13.8% | +35.6% | +35.2% |
| 3Y | +124.1% | +9.2% | +114.9% | +98.1% |
| 5Y | +159.2% | -15.6% | +174.8% | +149.6% |
| 10Y | +553.9% | +119.2% | +434.7% | +309.8% |
| All | +1,027.1% | +32.2% | +994.9% | +638.7% |
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