+57.8%
T vs CNH
-17.7%
+75.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +3.0% | -0.5% | +2.0% |
| 30D | -3.8% | -0.6% | -3.2% | -3.8% |
| 3M | -8.7% | +14.6% | -23.4% | -10.7% |
| 6M | -8.1% | +11.8% | -19.9% | -10.0% |
| YTD | -6.4% | +30.4% | -36.9% | -10.7% |
| 1Y | -9.8% | +19.1% | -28.8% | -12.8% |
| 3Y | +65.5% | +30.2% | +35.3% | +54.3% |
| All | +57.8% | -17.7% | +75.5% | +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