+379.4%
PAAS vs CNH
+28.6%
+350.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.3% |
| 7D | -0.4% | -0.4% | -0.1% | -0.4% |
| 30D | -11.6% | -15.2% | +3.6% | -8.6% |
| 3M | -15.6% | +4.3% | -19.8% | -17.0% |
| 6M | -19.1% | +10.1% | -29.2% | -21.8% |
| YTD | -20.9% | +23.2% | -44.1% | -25.5% |
| 1Y | +21.3% | +8.5% | +12.8% | +17.2% |
| 3Y | +177.4% | +4.1% | +173.3% | +165.3% |
| 5Y | +71.3% | -17.8% | +89.2% | +69.4% |
| 10Y | +181.5% | +113.3% | +68.2% | +117.5% |
| All | +379.4% | +28.6% | +350.8% | +283.2% |
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