+1,006.2%
TER vs CNH
+107.8%
+898.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +2.0% |
| 7D | -8.9% | +4.5% | -13.4% | -10.5% |
| 30D | -39.1% | +7.6% | -46.7% | -41.4% |
| 3M | -32.8% | +17.0% | -49.7% | -39.2% |
| 6M | -31.7% | +12.9% | -44.7% | -37.3% |
| YTD | +26.9% | +34.3% | -7.3% | +6.7% |
| 1Y | +33.6% | +28.5% | +5.0% | +14.4% |
| 3Y | +181.5% | +31.9% | +149.7% | +133.1% |
| 5Y | +76.1% | -9.6% | +85.7% | +71.3% |
| 10Y | +1,006.2% | +106.3% | +899.9% | +641.0% |
| All | +1,006.2% | +107.8% | +898.4% | +641.0% |
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 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