+160.5%
PR vs CNH
+149.9%
+10.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.4% | -6.4% |
| 7D | -12.1% | +6.5% | -18.6% | -15.1% |
| 30D | +0.9% | -12.0% | +12.9% | +7.4% |
| 3M | +10.1% | +4.4% | +5.8% | +5.0% |
| 6M | +1.1% | +15.7% | -14.6% | -12.0% |
| YTD | +63.7% | +28.2% | +35.4% | +29.5% |
| 1Y | +87.0% | +14.8% | +72.2% | +56.9% |
| 3Y | +70.7% | +8.3% | +62.4% | +41.2% |
| 5Y | +246.8% | -15.2% | +262.0% | +227.5% |
| 10Y | +72.6% | +122.0% | -49.4% | +21.1% |
| All | +160.5% | +149.9% | +10.6% | +82.9% |
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