-7.2%
T vs CNH
+20.6%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | 0.0% |
| 7D | -1.5% | +8.8% | -10.3% | -2.1% |
| 30D | +7.6% | +24.7% | -17.0% | +6.0% |
| 3M | +15.3% | +27.3% | -12.0% | +13.5% |
| 6M | -8.5% | +23.2% | -31.6% | -9.8% |
| YTD | +6.8% | +48.9% | -42.2% | +4.9% |
| 1Y | -7.2% | +19.4% | -26.6% | -12.0% |
| All | -7.2% | +20.6% | -27.8% | -12.0% |
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