+1,381.0%
NET vs CNH
+36.0%
+1,345.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | +6.5% | -22.8% | -17.8% |
| 30D | -25.8% | -12.0% | -13.9% | -23.7% |
| 3M | -11.5% | +4.4% | -15.9% | -13.6% |
| 6M | +18.9% | +15.7% | +3.2% | +11.7% |
| YTD | +35.2% | +28.2% | +7.0% | +21.0% |
| 1Y | +14.5% | +14.8% | -0.3% | +5.7% |
| 3Y | +313.8% | +8.3% | +305.5% | +281.2% |
| 5Y | +32.6% | -15.2% | +47.8% | +29.3% |
| All | +1,381.0% | +36.0% | +1,345.0% | +1,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling