+3.9%
P vs CNH
+11.5%
-7.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +3.4% |
| 7D | -23.8% | -1.7% | -22.1% | -23.7% |
| 30D | -36.6% | -7.2% | -29.4% | -36.3% |
| 3M | +10.9% | +6.5% | +4.3% | +9.5% |
| 6M | +30.0% | +7.9% | +22.1% | +28.5% |
| YTD | +44.4% | +26.6% | +17.8% | +44.2% |
| 1Y | +3.9% | +13.8% | -9.8% | +0.9% |
| All | +3.9% | +11.5% | -7.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling