+281.3%
P vs CNH
+11.5%
+269.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.7% | 0.0% |
| 7D | +6.5% | +23.3% | -16.7% | -1.0% |
| 30D | +18.8% | +33.5% | -14.6% | +6.9% |
| 3M | +26.7% | +32.7% | -6.0% | +13.8% |
| 6M | +62.2% | +22.2% | +40.0% | +48.6% |
| YTD | +48.5% | +57.7% | -9.2% | +22.6% |
| 1Y | +26.4% | +28.0% | -1.6% | +13.0% |
| 3Y | +159.4% | +11.5% | +147.9% | +139.4% |
| All | +281.3% | +11.5% | +269.8% | +243.4% |
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