+2,250.7%
TER vs CNH
+64.7%
+2,186.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.4% | +3.6% |
| 7D | +0.6% | +23.3% | -22.7% | -9.1% |
| 30D | -8.3% | +33.5% | -41.7% | -20.7% |
| 3M | -12.2% | +32.7% | -44.9% | -23.9% |
| 6M | +17.1% | +22.2% | -5.1% | +5.5% |
| YTD | +84.7% | +57.7% | +27.0% | +47.7% |
| 1Y | +199.9% | +28.0% | +171.9% | +163.0% |
| 3Y | +232.8% | +11.5% | +221.2% | +203.3% |
| 5Y | +198.6% | +11.9% | +186.7% | +167.5% |
| 10Y | +1,669.7% | +162.8% | +1,507.0% | +990.5% |
| All | +2,250.7% | +64.7% | +2,186.0% | +1,393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling