+36.1%
TPR vs CNH
+11.5%
+24.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +14.2% | -1.7% | +15.9% | +14.5% |
| 30D | +17.1% | -7.2% | +24.3% | +18.6% |
| 3M | -17.7% | +6.5% | -24.3% | -19.9% |
| 6M | -10.2% | +7.9% | -18.0% | -13.1% |
| YTD | +4.9% | +26.6% | -21.7% | +2.2% |
| 1Y | +36.1% | +13.8% | +22.4% | +31.6% |
| All | +36.1% | +11.5% | +24.7% | +31.6% |
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