+459.1%
NI vs CNH
+46.6%
+412.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +0.4% |
| 7D | +0.4% | +8.6% | -8.1% | -0.9% |
| 30D | +11.3% | +12.6% | -1.3% | +9.1% |
| 3M | +6.5% | +17.5% | -11.0% | +3.1% |
| 6M | -2.3% | +18.1% | -20.4% | -5.8% |
| YTD | +10.8% | +40.4% | -29.6% | +3.3% |
| 1Y | +6.2% | +34.0% | -27.7% | -0.3% |
| 3Y | +98.7% | +35.3% | +63.4% | +82.0% |
| 5Y | +111.3% | -5.1% | +116.4% | +102.2% |
| 10Y | +178.1% | +124.0% | +54.1% | +114.8% |
| All | +459.1% | +46.6% | +412.5% | +352.5% |
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