+1,001.8%
TER vs CNH
+134.0%
+867.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.9% | +1.8% | +7.2% |
| 7D | -5.8% | +8.6% | -14.3% | -9.2% |
| 30D | -38.9% | +12.6% | -51.5% | -42.5% |
| 3M | -35.1% | +17.5% | -52.6% | -41.4% |
| 6M | -31.6% | +18.1% | -49.7% | -38.5% |
| YTD | +27.2% | +40.4% | -13.1% | +4.7% |
| 1Y | +35.2% | +34.0% | +1.2% | +13.5% |
| 3Y | +192.8% | +35.3% | +157.5% | +139.4% |
| 5Y | +72.4% | -5.1% | +77.5% | +63.7% |
| 10Y | +1,001.8% | +124.0% | +877.8% | +639.8% |
| All | +1,001.8% | +134.0% | +867.9% | +639.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling