+361.6%
PSX vs CNH
+106.0%
+255.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +7.8% | +3.0% | +4.8% | +6.0% |
| 30D | -10.9% | -0.6% | -10.3% | -11.1% |
| 3M | +14.5% | +14.6% | -0.1% | +5.6% |
| 6M | +56.1% | +11.8% | +44.4% | +42.6% |
| YTD | +109.6% | +30.4% | +79.2% | +73.3% |
| 1Y | +95.5% | +19.1% | +76.5% | +68.8% |
| 3Y | +156.2% | +30.2% | +126.0% | +102.9% |
| 5Y | +310.0% | -17.8% | +327.8% | +290.9% |
| All | +361.6% | +106.0% | +255.6% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling