+169.5%
PR vs CNH
+207.2%
-37.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -3.8% |
| 7D | +2.9% | +23.3% | -20.4% | -8.9% |
| 30D | +18.0% | +33.5% | -15.4% | -0.7% |
| 3M | +16.9% | +32.7% | -15.9% | -3.3% |
| 6M | +28.2% | +22.2% | +6.0% | +8.1% |
| YTD | +69.3% | +57.7% | +11.6% | +20.8% |
| 1Y | +69.5% | +28.0% | +41.5% | +36.1% |
| 3Y | +81.7% | +11.5% | +70.2% | +52.1% |
| 5Y | +422.2% | +11.9% | +410.4% | +324.6% |
| 10Y | +110.4% | +162.8% | -52.4% | +33.1% |
| All | +169.5% | +207.2% | -37.8% | +70.7% |
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