+99.1%
NDAQ vs CNH
+9.6%
+89.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.2% |
| 7D | -2.4% | +23.3% | -25.7% | -4.3% |
| 30D | +2.5% | +33.5% | -31.0% | -0.3% |
| 3M | +9.9% | +32.7% | -22.8% | +6.8% |
| 6M | +9.4% | +22.2% | -12.7% | +7.5% |
| YTD | +0.4% | +57.7% | -57.3% | -6.1% |
| 1Y | +4.0% | +28.0% | -24.0% | +0.9% |
| All | +99.1% | +9.6% | +89.5% | +99.7% |
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 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