+785.4%
MSCI vs CNH
+116.5%
+668.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -3.0% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | +15.4% | -7.2% | +22.6% | +17.5% |
| 3M | +13.4% | +6.5% | +6.9% | +10.3% |
| 6M | +10.9% | +7.9% | +3.0% | +6.3% |
| YTD | +13.0% | +26.6% | -13.6% | +1.5% |
| 1Y | +12.0% | +13.8% | -1.7% | +3.8% |
| 3Y | +34.1% | +9.2% | +24.9% | +20.5% |
| 5Y | +3.9% | -15.6% | +19.5% | +0.2% |
| All | +785.4% | +116.5% | +668.9% | +490.8% |
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 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