+65.3%
T vs CNH
+152.9%
-87.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +0.8% |
| 7D | -1.5% | +8.8% | -10.3% | -3.4% |
| 30D | +7.6% | +24.7% | -17.0% | +2.4% |
| 3M | +15.3% | +27.3% | -12.0% | +8.9% |
| 6M | -8.5% | +23.2% | -31.6% | -13.5% |
| YTD | +6.8% | +48.9% | -42.2% | -3.5% |
| 1Y | -7.2% | +19.4% | -26.6% | -12.2% |
| 3Y | +108.2% | +7.8% | +100.5% | +96.9% |
| 5Y | +66.1% | +8.7% | +57.3% | +51.6% |
| 10Y | +65.3% | +149.5% | -84.2% | +13.7% |
| All | +65.3% | +152.9% | -87.6% | +13.7% |
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