+6.7%
NI vs CNH
+29.2%
-22.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | -0.9% |
| 7D | +2.0% | +23.3% | -21.3% | +0.7% |
| 30D | -3.5% | +33.5% | -37.0% | -5.4% |
| 3M | -9.1% | +32.7% | -41.8% | -10.9% |
| 6M | -11.8% | +22.2% | -34.0% | -13.4% |
| YTD | +1.1% | +57.7% | -56.6% | -0.6% |
| 1Y | +6.7% | +28.0% | -21.3% | +7.3% |
| All | +6.7% | +29.2% | -22.5% | +7.3% |
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