+51.8%
TEL vs CNH
+12.3%
+39.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.4% |
| 30D | -4.1% | +32.6% | -36.7% | -14.5% |
| 3M | -2.6% | +29.4% | -32.0% | -12.7% |
| 6M | 0.0% | +26.0% | -26.0% | -9.9% |
| YTD | -9.1% | +52.2% | -61.3% | -24.4% |
| 1Y | -0.8% | +23.9% | -24.7% | -10.8% |
| 3Y | +67.4% | +10.1% | +57.2% | +53.6% |
| 5Y | +51.8% | +13.2% | +38.6% | +31.3% |
| All | +51.8% | +12.3% | +39.4% | +31.3% |
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