+54.6%
TER vs CNH
-14.7%
+69.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.1% |
| 7D | -20.5% | -1.7% | -18.8% | -19.5% |
| 30D | -47.0% | -7.2% | -39.8% | -45.1% |
| 3M | -43.3% | +6.5% | -49.8% | -46.5% |
| 6M | -42.9% | +7.9% | -50.8% | -46.8% |
| YTD | +12.9% | +26.6% | -13.7% | -3.8% |
| 1Y | +18.2% | +13.8% | +4.4% | +6.2% |
| 3Y | +151.8% | +9.2% | +142.6% | +124.5% |
| All | +54.6% | -14.7% | +69.2% | +54.7% |
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