+449.6%
P vs CNH
+122.6%
+327.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.9% | -12.5% | -15.0% |
| 7D | -31.9% | -0.4% | -31.5% | -31.8% |
| 30D | -36.5% | -15.2% | -21.3% | -32.8% |
| 3M | +11.6% | +4.3% | +7.3% | +7.7% |
| 6M | +25.2% | +10.1% | +15.1% | +17.0% |
| YTD | +39.4% | +23.2% | +16.2% | +23.0% |
| 1Y | -3.7% | +8.5% | -12.2% | -10.9% |
| 3Y | +167.3% | +4.1% | +163.2% | +143.8% |
| 5Y | +237.3% | -17.8% | +255.2% | +230.0% |
| 10Y | +698.6% | +113.3% | +585.3% | +424.1% |
| All | +449.6% | +122.6% | +327.1% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling