+96.4%
NI vs CNH
+7.1%
+89.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.9% |
| 7D | +2.3% | +8.8% | -6.5% | +1.1% |
| 30D | -1.7% | +24.7% | -26.3% | -4.6% |
| 3M | -8.0% | +27.3% | -35.3% | -11.1% |
| 6M | -8.6% | +23.2% | -31.8% | -11.7% |
| YTD | +2.3% | +48.9% | -46.6% | -3.7% |
| 1Y | +6.9% | +19.4% | -12.5% | +3.6% |
| 3Y | +70.6% | +7.8% | +62.8% | +65.0% |
| 5Y | +96.4% | +8.7% | +87.7% | +87.0% |
| All | +96.4% | +7.1% | +89.3% | +87.0% |
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