+88.3%
RF vs CNH
+9.6%
+78.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.5% |
| 7D | +1.3% | +23.3% | -22.0% | -6.0% |
| 30D | -3.6% | +33.5% | -37.1% | -13.4% |
| 3M | +8.1% | +32.7% | -24.6% | -3.3% |
| 6M | +11.5% | +22.2% | -10.7% | +2.3% |
| YTD | +15.6% | +57.7% | -42.1% | -5.5% |
| 1Y | +15.7% | +28.0% | -12.3% | +3.2% |
| All | +88.3% | +9.6% | +78.8% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling