+479.7%
NDAQ vs CNH
+113.9%
+365.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | 0.0% | +6.7% | -6.7% | -1.5% |
| 30D | +16.3% | +7.2% | +9.1% | +14.4% |
| 3M | +15.8% | +17.5% | -1.7% | +10.8% |
| 6M | +24.8% | +15.0% | +9.9% | +19.0% |
| YTD | +14.1% | +36.8% | -22.7% | +3.1% |
| 1Y | +26.5% | +27.6% | -1.1% | +16.2% |
| 3Y | +119.1% | +34.3% | +84.8% | +93.2% |
| 5Y | +70.9% | -12.2% | +83.2% | +64.1% |
| 10Y | +479.7% | +113.9% | +365.8% | +318.7% |
| All | +479.7% | +113.9% | +365.8% | +318.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling