+32.3%
MSCI vs CNH
+32.9%
-0.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | +0.2% |
| 7D | +1.5% | +8.6% | -7.1% | +0.9% |
| 30D | +14.4% | +12.6% | +1.8% | +13.5% |
| 3M | +15.2% | +17.5% | -2.3% | +13.9% |
| 6M | +11.2% | +18.1% | -6.9% | +9.9% |
| YTD | +13.9% | +40.4% | -26.5% | +9.2% |
| 1Y | +12.5% | +34.0% | -21.5% | +8.4% |
| 3Y | +32.3% | +35.3% | -3.0% | +24.8% |
| All | +32.3% | +32.9% | -0.7% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling