+43.3%
TEL vs CNH
-16.3%
+59.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.8% |
| 7D | +5.6% | +6.4% | -0.8% | +3.1% |
| 30D | +0.9% | -1.6% | +2.5% | +1.2% |
| 3M | +2.1% | +11.6% | -9.5% | -3.7% |
| 6M | +2.7% | +12.5% | -9.8% | -4.1% |
| YTD | -3.2% | +31.1% | -34.3% | -15.6% |
| 1Y | -10.6% | +17.0% | -27.6% | -18.5% |
| 3Y | +79.8% | +28.7% | +51.1% | +52.0% |
| 5Y | +43.3% | -17.4% | +60.7% | +41.2% |
| All | +43.3% | -16.3% | +59.6% | +41.2% |
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