+66.2%
NDAQ vs CNH
-17.7%
+83.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.3% | +3.0% | -1.8% | +0.7% |
| 30D | +18.0% | -0.6% | +18.5% | +17.9% |
| 3M | +11.5% | +14.6% | -3.1% | +8.6% |
| 6M | +21.1% | +11.8% | +9.3% | +17.7% |
| YTD | +12.8% | +30.4% | -17.6% | +5.2% |
| 1Y | +25.7% | +19.1% | +6.6% | +19.3% |
| 3Y | +116.8% | +30.2% | +86.6% | +97.1% |
| All | +66.2% | -17.7% | +83.9% | +65.0% |
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