+224.2%
PAAS vs CNH
+32.9%
+191.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | -0.1% |
| 7D | +8.8% | +8.6% | +0.3% | +6.3% |
| 30D | -8.5% | +12.6% | -21.0% | -11.8% |
| 3M | -17.0% | +17.5% | -34.5% | -21.8% |
| 6M | -27.9% | +18.1% | -46.0% | -32.6% |
| YTD | -17.5% | +40.4% | -57.9% | -26.9% |
| 1Y | +22.8% | +34.0% | -11.2% | +10.0% |
| 3Y | +224.2% | +35.3% | +188.9% | +160.4% |
| All | +224.2% | +32.9% | +191.3% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling