+42.1%
RF vs CNH
-14.7%
+56.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.4% |
| 7D | -0.9% | -1.7% | +0.8% | -0.3% |
| 30D | +6.0% | -7.2% | +13.3% | +8.9% |
| 3M | -8.9% | +6.5% | -15.4% | -12.8% |
| 6M | +2.3% | +7.9% | -5.5% | -3.7% |
| YTD | +7.6% | +26.6% | -19.0% | -7.4% |
| 1Y | +21.2% | +13.8% | +7.4% | +9.4% |
| 3Y | +108.5% | +9.2% | +99.3% | +84.4% |
| All | +42.1% | -14.7% | +56.8% | +35.1% |
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