+62.6%
NDAQ vs CNH
-14.7%
+77.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +16.5% | -7.2% | +23.7% | +17.6% |
| 3M | +13.5% | +6.5% | +7.0% | +11.8% |
| 6M | +20.9% | +7.9% | +13.1% | +18.3% |
| YTD | +11.4% | +26.6% | -15.2% | +4.4% |
| 1Y | +25.9% | +13.8% | +12.2% | +20.5% |
| 3Y | +119.9% | +9.2% | +110.7% | +107.5% |
| All | +62.6% | -14.7% | +77.3% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling