+19.3%
TPR vs CNH
+15.2%
+4.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.6% | +6.5% | +6.2% | +11.1% |
| 30D | +7.1% | -12.0% | +19.1% | +10.1% |
| 3M | -19.4% | +4.4% | -23.7% | -21.1% |
| 6M | -9.7% | +15.7% | -25.4% | -14.7% |
| YTD | -1.0% | +28.2% | -29.2% | -6.1% |
| 1Y | +19.3% | +14.8% | +4.5% | +14.0% |
| All | +19.3% | +15.2% | +4.1% | +14.0% |
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