-6.4%
T vs CNH
+15.2%
-21.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | +5.5% | +6.5% | -1.0% | +4.8% |
| 30D | -8.9% | -12.0% | +3.0% | -8.2% |
| 3M | -5.6% | +4.4% | -9.9% | -6.0% |
| 6M | -14.3% | +15.7% | -30.0% | -15.2% |
| YTD | -7.9% | +28.2% | -36.2% | -9.2% |
| 1Y | -6.4% | +14.8% | -21.2% | -6.5% |
| All | -6.4% | +15.2% | -21.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling