+345.0%
PSX vs CNH
+11.5%
+333.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.1% |
| 7D | +4.5% | +23.3% | -18.7% | -2.1% |
| 30D | +26.6% | +33.5% | -6.8% | +15.2% |
| 3M | +39.3% | +32.7% | +6.5% | +25.9% |
| 6M | +56.8% | +22.2% | +34.6% | +44.2% |
| YTD | +101.8% | +57.7% | +44.1% | +67.5% |
| 1Y | +99.6% | +28.0% | +71.6% | +79.0% |
| 3Y | +140.3% | +11.5% | +128.8% | +123.3% |
| All | +345.0% | +11.5% | +333.5% | +280.1% |
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