+1,531.8%
MSCI vs CNH
+64.7%
+1,467.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.3% |
| 7D | +0.4% | +23.3% | -22.9% | -5.1% |
| 30D | +0.6% | +33.5% | -32.9% | -7.2% |
| 3M | -7.1% | +32.7% | -39.8% | -14.6% |
| 6M | +0.8% | +22.2% | -21.3% | -6.1% |
| YTD | +1.0% | +57.7% | -56.7% | -13.1% |
| 1Y | +4.3% | +28.0% | -23.7% | -5.1% |
| 3Y | +9.9% | +11.5% | -1.6% | +0.9% |
| 5Y | -6.8% | +11.9% | -18.6% | -16.0% |
| 10Y | +614.7% | +162.8% | +451.9% | +379.6% |
| All | +1,531.8% | +64.7% | +1,467.1% | +1,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling