+75.8%
PR vs CNH
+11.5%
+64.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +2.1% |
| 7D | -16.4% | -1.7% | -14.7% | -16.5% |
| 30D | -1.9% | -7.2% | +5.3% | -2.5% |
| 3M | +8.0% | +6.5% | +1.4% | +9.2% |
| 6M | +4.1% | +7.9% | -3.8% | +5.9% |
| YTD | +58.7% | +26.6% | +32.1% | +64.5% |
| 1Y | +75.8% | +13.8% | +62.1% | +80.3% |
| All | +75.8% | +11.5% | +64.4% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling