+1.3%
NDAQ vs CNH
+20.6%
-19.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -2.2% |
| 7D | -2.6% | +8.8% | -11.4% | -1.9% |
| 30D | +0.5% | +24.7% | -24.2% | +1.9% |
| 3M | +9.9% | +27.3% | -17.4% | +11.7% |
| 6M | +8.2% | +23.2% | -14.9% | +10.5% |
| YTD | -1.5% | +48.9% | -50.4% | -2.7% |
| 1Y | +1.3% | +19.4% | -18.1% | +0.7% |
| All | +1.3% | +20.6% | -19.2% | +0.7% |
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