+29.4%
NDAQ vs CNH
+15.2%
+14.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.5% |
| 7D | +3.9% | +6.5% | -2.5% | +4.4% |
| 30D | +19.0% | -12.0% | +30.9% | +18.0% |
| 3M | +17.6% | +4.4% | +13.2% | +18.3% |
| 6M | +21.0% | +15.7% | +5.3% | +23.1% |
| YTD | +14.1% | +28.2% | -14.1% | +11.9% |
| 1Y | +29.4% | +14.8% | +14.7% | +27.7% |
| All | +29.4% | +15.2% | +14.2% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling