+199.8%
TER vs CNH
+29.2%
+170.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +3.2% |
| 7D | +0.6% | +23.3% | -22.7% | -10.8% |
| 30D | -8.3% | +33.5% | -41.8% | -23.0% |
| 3M | -12.2% | +32.7% | -45.0% | -26.3% |
| 6M | +17.0% | +22.2% | -5.1% | +1.3% |
| YTD | +84.6% | +57.7% | +26.9% | +39.7% |
| 1Y | +199.8% | +28.0% | +171.8% | +165.0% |
| All | +199.8% | +29.2% | +170.6% | +165.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling