+53.3%
MSFT vs CNH
+9.6%
+43.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.1% |
| 7D | -2.7% | +23.3% | -26.0% | -3.2% |
| 30D | +2.7% | +33.5% | -30.8% | +2.0% |
| 3M | +17.0% | +32.7% | -15.8% | +16.1% |
| 6M | +23.8% | +22.2% | +1.6% | +23.8% |
| YTD | +4.0% | +57.7% | -53.7% | +0.5% |
| 1Y | -0.8% | +28.0% | -28.8% | -1.4% |
| All | +53.3% | +9.6% | +43.8% | +51.3% |
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 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