+1,029.0%
MAR vs CNH
+46.6%
+982.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -4.2% |
| 7D | +0.2% | +8.6% | -8.3% | -3.3% |
| 30D | +14.0% | +12.6% | +1.5% | +8.2% |
| 3M | +18.1% | +17.5% | +0.6% | +8.6% |
| 6M | +18.6% | +18.1% | +0.5% | +7.2% |
| YTD | +35.3% | +40.4% | -5.1% | +12.4% |
| 1Y | +44.5% | +34.0% | +10.5% | +22.1% |
| 3Y | +120.7% | +35.3% | +85.4% | +78.5% |
| 5Y | +164.1% | -5.1% | +169.2% | +141.8% |
| 10Y | +515.5% | +124.0% | +391.5% | +276.7% |
| All | +1,029.0% | +46.6% | +982.4% | +607.9% |
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