+356.2%
TPR vs CNH
+106.0%
+250.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -0.3% | +3.0% | -3.3% | -2.3% |
| 30D | +15.1% | -0.6% | +15.7% | +14.5% |
| 3M | +3.5% | +14.6% | -11.1% | -6.8% |
| 6M | +0.4% | +11.8% | -11.3% | -9.7% |
| YTD | +4.6% | +30.4% | -25.8% | -14.9% |
| 1Y | +33.1% | +19.1% | +14.0% | +13.6% |
| 3Y | +396.0% | +30.2% | +365.8% | +282.9% |
| 5Y | +230.3% | -17.8% | +248.1% | +222.5% |
| All | +356.2% | +106.0% | +250.2% | +174.0% |
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 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