+112.4%
T vs CNH
+32.2%
+80.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | -10.6% | -7.2% | -3.4% | -9.4% |
| 3M | -7.7% | +6.5% | -14.3% | -9.3% |
| 6M | -13.3% | +7.9% | -21.2% | -15.3% |
| YTD | -8.8% | +26.6% | -35.4% | -14.1% |
| 1Y | -8.4% | +13.8% | -22.2% | -12.1% |
| 3Y | +59.6% | +9.2% | +50.4% | +50.6% |
| 5Y | +52.1% | -15.6% | +67.7% | +48.0% |
| 10Y | +56.9% | +119.2% | -62.3% | +20.5% |
| All | +112.4% | +32.2% | +80.2% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling