+5.7%
NI vs CNH
+22.6%
-16.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.7% |
| 7D | +1.3% | +1.8% | -0.6% | +1.1% |
| 30D | -0.3% | +32.6% | -32.9% | -2.2% |
| 3M | -9.5% | +29.4% | -38.9% | -11.1% |
| 6M | -10.2% | +26.0% | -36.2% | -12.0% |
| YTD | +1.8% | +52.2% | -50.4% | +0.3% |
| 1Y | +5.7% | +23.9% | -18.2% | +6.6% |
| All | +5.7% | +22.6% | -16.9% | +6.6% |
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