+119.0%
PAAS vs CNH
+11.5%
+107.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.7% |
| 7D | -2.9% | +23.3% | -26.2% | -9.5% |
| 30D | +6.8% | +33.5% | -26.7% | -3.1% |
| 3M | -2.9% | +32.7% | -35.6% | -12.2% |
| 6M | -16.4% | +22.2% | -38.6% | -22.8% |
| YTD | 0.0% | +57.7% | -57.7% | -14.9% |
| 1Y | +54.3% | +28.0% | +26.3% | +39.6% |
| 3Y | +230.7% | +11.5% | +219.1% | +201.6% |
| All | +119.0% | +11.5% | +107.5% | +97.1% |
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