+382.2%
RF vs CNH
+33.9%
+348.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.3% | +6.5% | -4.2% | -0.9% |
| 30D | +7.2% | -12.0% | +19.2% | +13.5% |
| 3M | -8.2% | +4.4% | -12.6% | -11.9% |
| 6M | +7.0% | +15.7% | -8.7% | -4.0% |
| YTD | +10.3% | +28.2% | -17.9% | -7.5% |
| 1Y | +25.1% | +14.8% | +10.3% | +10.6% |
| 3Y | +110.3% | +8.3% | +102.0% | +83.8% |
| 5Y | +47.1% | -15.2% | +62.3% | +41.6% |
| 10Y | +297.9% | +122.0% | +175.9% | +128.1% |
| All | +382.2% | +33.9% | +348.3% | +192.8% |
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