+47.4%
TER vs CNH
+16.6%
+30.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +14.4% | +3.0% | +11.3% | +12.7% |
| 30D | -30.6% | -0.6% | -30.0% | -30.3% |
| 3M | -39.2% | +14.6% | -53.8% | -45.4% |
| 6M | -31.3% | +11.8% | -43.0% | -37.5% |
| YTD | +29.1% | +30.4% | -1.3% | +9.9% |
| 1Y | +47.4% | +19.1% | +28.4% | +27.7% |
| All | +47.4% | +16.6% | +30.8% | +27.7% |
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 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