+1,077.0%
TER vs CNH
+113.9%
+963.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.3% |
| 7D | +5.9% | +6.7% | -0.8% | +3.0% |
| 30D | -30.8% | +7.2% | -38.0% | -33.2% |
| 3M | -29.9% | +17.5% | -47.4% | -36.8% |
| 6M | -27.5% | +15.0% | -42.4% | -33.9% |
| YTD | +37.5% | +36.8% | +0.7% | +14.5% |
| 1Y | +50.3% | +27.6% | +22.6% | +29.3% |
| 3Y | +204.9% | +34.3% | +170.6% | +150.1% |
| 5Y | +89.2% | -12.2% | +101.4% | +86.6% |
| 10Y | +1,077.0% | +113.9% | +963.1% | +669.7% |
| All | +1,077.0% | +113.9% | +963.1% | +669.7% |
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