+415.3%
PR vs CNH
+11.5%
+403.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -3.3% |
| 7D | +2.9% | +23.3% | -20.4% | -6.2% |
| 30D | +18.0% | +33.5% | -15.4% | +3.5% |
| 3M | +16.9% | +32.7% | -15.9% | +1.3% |
| 6M | +28.2% | +22.2% | +6.0% | +13.4% |
| YTD | +69.3% | +57.7% | +11.6% | +29.0% |
| 1Y | +69.5% | +28.0% | +41.5% | +43.9% |
| 3Y | +81.7% | +11.5% | +70.2% | +62.4% |
| All | +415.3% | +11.5% | +403.8% | +333.5% |
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