+834.9%
MSCI vs CNH
+107.0%
+727.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -0.4% |
| 7D | -0.7% | +6.4% | -7.1% | -2.6% |
| 30D | +16.2% | -1.6% | +17.8% | +16.4% |
| 3M | +16.1% | +11.6% | +4.6% | +11.3% |
| 6M | +12.9% | +12.5% | +0.4% | +6.8% |
| YTD | +14.8% | +31.1% | -16.3% | +2.0% |
| 1Y | +13.8% | +17.0% | -3.2% | +4.6% |
| 3Y | +31.2% | +28.7% | +2.5% | +11.5% |
| 5Y | +5.6% | -17.4% | +23.0% | +2.6% |
| All | +834.9% | +107.0% | +727.9% | +532.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling