+238.6%
P vs CNH
-14.7%
+253.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.7% |
| 7D | -23.8% | -1.7% | -22.1% | -23.2% |
| 30D | -36.6% | -7.2% | -29.4% | -35.2% |
| 3M | +10.9% | +6.5% | +4.3% | +6.6% |
| 6M | +30.0% | +7.9% | +22.1% | +23.4% |
| YTD | +44.4% | +26.6% | +17.8% | +27.1% |
| 1Y | +3.9% | +13.8% | -9.8% | -4.8% |
| 3Y | +176.6% | +9.2% | +167.4% | +149.8% |
| All | +238.6% | -14.7% | +253.3% | +240.1% |
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