-17.3%
MCD vs CNH
+29.2%
-46.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.6% | -1.7% |
| 7D | -2.8% | +23.3% | -26.1% | -4.1% |
| 30D | -6.0% | +33.5% | -39.5% | -7.7% |
| 3M | -5.6% | +32.7% | -38.3% | -7.3% |
| 6M | -21.9% | +22.2% | -44.0% | -22.8% |
| YTD | -14.7% | +57.7% | -72.4% | -18.5% |
| 1Y | -17.3% | +28.0% | -45.2% | -20.2% |
| All | -17.3% | +29.2% | -46.5% | -20.2% |
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