+489.4%
NDAQ vs CNH
+107.0%
+382.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.1% |
| 7D | +1.7% | +6.4% | -4.7% | +0.2% |
| 30D | +16.2% | -1.6% | +17.9% | +16.4% |
| 3M | +14.0% | +11.6% | +2.4% | +10.2% |
| 6M | +22.3% | +12.5% | +9.7% | +17.0% |
| YTD | +13.0% | +31.1% | -18.1% | +3.0% |
| 1Y | +24.0% | +17.0% | +7.0% | +16.2% |
| 3Y | +117.1% | +28.7% | +88.4% | +93.1% |
| 5Y | +67.5% | -17.4% | +84.9% | +63.0% |
| All | +489.4% | +107.0% | +382.4% | +333.2% |
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 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