+29.2%
TPR vs CNH
+21.1%
+8.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.3% |
| 7D | -1.1% | +6.4% | -7.5% | -2.6% |
| 30D | +15.1% | -1.6% | +16.7% | +15.2% |
| 3M | -13.4% | +11.6% | -25.0% | -16.9% |
| 6M | +1.4% | +12.5% | -11.2% | -3.5% |
| YTD | +4.8% | +31.1% | -26.3% | -3.3% |
| 1Y | +29.2% | +17.0% | +12.2% | +21.6% |
| All | +29.2% | +21.1% | +8.1% | +21.6% |
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