+634.6%
P vs CNH
+106.0%
+528.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +11.6% | +3.0% | +8.6% | +10.2% |
| 30D | -23.7% | -0.6% | -23.1% | -23.7% |
| 3M | -8.0% | +14.6% | -22.6% | -14.5% |
| 6M | +27.9% | +11.8% | +16.1% | +18.5% |
| YTD | +61.2% | +30.4% | +30.7% | +38.0% |
| 1Y | +28.6% | +19.1% | +9.6% | +14.0% |
| 3Y | +200.5% | +30.2% | +170.3% | +148.3% |
| 5Y | +282.9% | -17.8% | +300.8% | +274.7% |
| All | +634.6% | +106.0% | +528.6% | +398.6% |
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