-42.5%
TNA vs CNH
-11.0%
-31.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +0.7% |
| 7D | -2.1% | +6.7% | -8.8% | -8.2% |
| 30D | +3.1% | +7.2% | -4.1% | -4.5% |
| 3M | -20.2% | +17.5% | -37.7% | -36.4% |
| 6M | -10.0% | +15.0% | -25.0% | -28.8% |
| YTD | +30.3% | +36.8% | -6.4% | -17.9% |
| 1Y | +31.1% | +27.6% | +3.5% | -10.6% |
| 3Y | +149.4% | +34.3% | +115.0% | +60.6% |
| 5Y | -42.5% | -12.2% | -30.2% | -36.3% |
| All | -42.5% | -11.0% | -31.5% | -36.3% |
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