+389.7%
TPR vs CNH
+134.0%
+255.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -3.2% |
| 7D | +12.7% | +8.6% | +4.1% | +7.4% |
| 30D | +17.1% | +12.6% | +4.5% | +9.1% |
| 3M | -15.9% | +17.5% | -33.4% | -24.9% |
| 6M | +2.6% | +18.1% | -15.5% | -10.2% |
| YTD | +7.5% | +40.4% | -32.9% | -15.7% |
| 1Y | +32.9% | +34.0% | -1.1% | +6.5% |
| 3Y | +413.8% | +35.3% | +378.5% | +290.5% |
| 5Y | +263.9% | -5.1% | +269.0% | +228.0% |
| 10Y | +389.7% | +124.0% | +265.7% | +186.4% |
| All | +389.7% | +134.0% | +255.8% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling