+246.4%
PR vs CNH
-9.2%
+255.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.6% |
| 7D | -9.5% | +4.5% | -14.0% | -11.4% |
| 30D | -5.7% | +7.6% | -13.3% | -8.9% |
| 3M | +3.0% | +17.0% | -14.0% | -5.4% |
| 6M | +11.8% | +12.9% | -1.1% | +2.2% |
| YTD | +58.5% | +34.3% | +24.2% | +28.4% |
| 1Y | +69.9% | +28.5% | +41.3% | +40.1% |
| 3Y | +84.9% | +31.9% | +53.1% | +42.0% |
| 5Y | +246.4% | -9.6% | +256.0% | +223.0% |
| All | +246.4% | -9.2% | +255.7% | +223.0% |
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