+78.2%
O vs CNH
+134.0%
-55.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -1.6% |
| 7D | +3.3% | +8.6% | -5.2% | +1.3% |
| 30D | +10.3% | +12.6% | -2.2% | +7.2% |
| 3M | -3.5% | +17.5% | -21.0% | -7.7% |
| 6M | -1.3% | +18.1% | -19.4% | -6.4% |
| YTD | +10.3% | +40.4% | -30.1% | -0.4% |
| 1Y | +10.4% | +34.0% | -23.6% | +0.6% |
| 3Y | +40.0% | +35.3% | +4.7% | +22.7% |
| 5Y | +12.4% | -5.1% | +17.4% | +5.2% |
| 10Y | +78.2% | +124.0% | -45.8% | +18.7% |
| All | +78.2% | +134.0% | -55.7% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling