+256.3%
P vs CNH
-6.4%
+262.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.9% | -4.6% | +2.8% |
| 7D | -9.6% | +8.6% | -18.2% | -11.8% |
| 30D | -33.4% | +12.6% | -46.0% | -35.9% |
| 3M | +14.2% | +17.5% | -3.3% | +6.4% |
| 6M | +31.6% | +18.1% | +13.5% | +21.4% |
| YTD | +53.5% | +40.4% | +13.1% | +30.7% |
| 1Y | +14.2% | +34.0% | -19.8% | -1.4% |
| 3Y | +190.5% | +35.3% | +155.2% | +142.9% |
| 5Y | +256.3% | -5.1% | +261.4% | +245.3% |
| All | +256.3% | -6.4% | +262.7% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling