+83.9%
TER vs CNH
-16.3%
+100.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +1.5% |
| 7D | +24.0% | +6.4% | +17.6% | +20.1% |
| 30D | -30.6% | -1.6% | -29.0% | -30.0% |
| 3M | -34.5% | +11.6% | -46.0% | -39.8% |
| 6M | -26.4% | +12.5% | -38.9% | -32.8% |
| YTD | +36.4% | +31.1% | +5.3% | +14.1% |
| 1Y | +47.4% | +17.0% | +30.4% | +30.9% |
| 3Y | +202.6% | +28.7% | +173.8% | +147.6% |
| 5Y | +83.9% | -17.4% | +101.3% | +85.7% |
| All | +83.9% | -16.3% | +100.2% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling