+111.3%
NI vs CNH
-6.4%
+117.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +0.7% |
| 7D | +0.4% | +8.6% | -8.1% | -0.6% |
| 30D | +11.3% | +12.6% | -1.3% | +9.6% |
| 3M | +6.5% | +17.5% | -11.0% | +3.8% |
| 6M | -2.3% | +18.1% | -20.4% | -5.1% |
| YTD | +10.8% | +40.4% | -29.6% | +4.7% |
| 1Y | +6.2% | +34.0% | -27.7% | +0.9% |
| 3Y | +98.7% | +35.3% | +63.4% | +83.3% |
| 5Y | +111.3% | -5.1% | +116.4% | +101.9% |
| All | +111.3% | -6.4% | +117.7% | +101.9% |
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