+8.2%
MSCI vs CNH
-9.2%
+17.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.5% |
| 7D | +2.7% | +4.5% | -1.8% | +1.6% |
| 30D | +16.2% | +7.6% | +8.6% | +14.3% |
| 3M | +17.1% | +17.0% | +0.1% | +12.2% |
| 6M | +13.0% | +12.9% | +0.1% | +8.4% |
| YTD | +15.8% | +34.3% | -18.5% | +4.4% |
| 1Y | +15.5% | +28.5% | -13.1% | +5.2% |
| 3Y | +32.3% | +31.9% | +0.5% | +12.5% |
| 5Y | +8.2% | -9.6% | +17.8% | +4.2% |
| All | +8.2% | -9.2% | +17.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling