+346.5%
RF vs CNH
+162.8%
+183.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.2% |
| 7D | +1.3% | +23.3% | -22.0% | -9.6% |
| 30D | -3.6% | +33.5% | -37.1% | -18.1% |
| 3M | +8.1% | +32.7% | -24.6% | -8.9% |
| 6M | +11.5% | +22.2% | -10.7% | -3.2% |
| YTD | +15.6% | +57.7% | -42.1% | -13.5% |
| 1Y | +15.7% | +28.0% | -12.3% | -3.3% |
| 3Y | +86.9% | +11.5% | +75.4% | +61.9% |
| 5Y | +89.8% | +11.9% | +78.0% | +56.6% |
| All | +346.5% | +162.8% | +183.7% | +101.0% |
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