+193.1%
O vs CNH
+64.7%
+128.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.5% |
| 7D | -0.7% | +23.3% | -24.0% | -4.7% |
| 30D | -1.9% | +33.5% | -35.3% | -7.3% |
| 3M | +3.8% | +32.7% | -28.9% | -2.1% |
| 6M | -4.7% | +22.2% | -26.9% | -9.2% |
| YTD | +12.5% | +57.7% | -45.2% | +1.8% |
| 1Y | +10.8% | +28.0% | -17.1% | +4.2% |
| 3Y | +28.8% | +11.5% | +17.2% | +21.8% |
| 5Y | +13.2% | +11.9% | +1.3% | +4.5% |
| 10Y | +53.5% | +162.8% | -109.3% | +13.2% |
| All | +193.1% | +64.7% | +128.4% | +119.6% |
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 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