+50.3%
O vs CNH
+152.9%
-102.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.9% |
| 7D | -0.6% | +8.8% | -9.4% | -2.6% |
| 30D | -2.0% | +24.7% | -26.6% | -7.1% |
| 3M | +3.0% | +27.3% | -24.3% | -3.4% |
| 6M | -3.6% | +23.2% | -26.8% | -9.5% |
| YTD | +12.1% | +48.9% | -36.9% | +0.3% |
| 1Y | +8.9% | +19.4% | -10.5% | +2.5% |
| 3Y | +30.3% | +7.8% | +22.6% | +22.4% |
| 5Y | +13.7% | +8.7% | +5.0% | +2.8% |
| 10Y | +50.3% | +149.5% | -99.3% | -4.6% |
| All | +50.3% | +152.9% | -102.7% | -4.6% |
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 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