+43.2%
TER vs CNH
+15.2%
+27.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.7% |
| 7D | -19.9% | +6.5% | -26.3% | -22.4% |
| 30D | -43.5% | -12.0% | -31.6% | -40.1% |
| 3M | -37.8% | +4.4% | -42.1% | -40.8% |
| 6M | -25.6% | +15.7% | -41.2% | -34.0% |
| YTD | +29.8% | +28.2% | +1.6% | +10.9% |
| 1Y | +43.2% | +14.8% | +28.4% | +26.8% |
| All | +43.2% | +15.2% | +27.9% | +26.8% |
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