+96.1%
PSX vs CNH
+21.1%
+75.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +1.8% |
| 7D | +6.4% | +6.4% | 0.0% | +6.2% |
| 30D | -10.2% | -1.6% | -8.5% | -10.3% |
| 3M | +17.2% | +11.6% | +5.6% | +17.4% |
| 6M | +51.8% | +12.5% | +39.2% | +52.0% |
| YTD | +108.0% | +31.1% | +76.9% | +95.7% |
| 1Y | +96.1% | +17.0% | +79.1% | +89.4% |
| All | +96.1% | +21.1% | +75.0% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling