+67.7%
T vs CNH
+11.5%
+56.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.5% |
| 7D | -1.3% | +23.3% | -24.6% | -4.0% |
| 30D | +11.4% | +33.5% | -22.1% | +7.1% |
| 3M | +14.3% | +32.7% | -18.4% | +9.8% |
| 6M | -9.3% | +22.2% | -31.4% | -12.1% |
| YTD | +7.1% | +57.7% | -50.6% | -0.1% |
| 1Y | -9.1% | +28.0% | -37.1% | -12.7% |
| 3Y | +105.3% | +11.5% | +93.8% | +99.0% |
| All | +67.7% | +11.5% | +56.2% | +54.6% |
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