+62.1%
PR vs CNH
+110.7%
-48.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -0.9% | -2.6% |
| 7D | -16.5% | -0.4% | -16.2% | -16.4% |
| 30D | -4.5% | -15.2% | +10.7% | +4.3% |
| 3M | +8.5% | +4.3% | +4.3% | +3.2% |
| 6M | -3.3% | +10.1% | -13.4% | -14.1% |
| YTD | +55.7% | +23.2% | +32.5% | +24.1% |
| 1Y | +82.0% | +8.5% | +73.6% | +56.2% |
| 3Y | +62.5% | +4.1% | +58.4% | +35.1% |
| 5Y | +223.9% | -17.8% | +241.8% | +207.6% |
| All | +62.1% | +110.7% | -48.6% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling