+569.0%
PSX vs CNH
+32.2%
+536.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.7% |
| 7D | -13.1% | -1.7% | -11.4% | -12.5% |
| 30D | -9.5% | -7.2% | -2.3% | -6.9% |
| 3M | +20.2% | +6.5% | +13.7% | +15.1% |
| 6M | +44.9% | +7.9% | +37.0% | +35.7% |
| YTD | +94.4% | +26.6% | +67.8% | +66.0% |
| 1Y | +83.1% | +13.8% | +69.3% | +63.4% |
| 3Y | +132.2% | +9.2% | +123.0% | +104.5% |
| 5Y | +278.8% | -15.6% | +294.4% | +259.2% |
| 10Y | +354.2% | +119.2% | +235.0% | +167.0% |
| All | +569.0% | +32.2% | +536.8% | +326.6% |
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 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