+299.4%
TPR vs CNH
+9.6%
+289.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.5% |
| 7D | -2.3% | +23.3% | -25.6% | -10.0% |
| 30D | -23.0% | +33.5% | -56.4% | -31.3% |
| 3M | -12.5% | +32.7% | -45.2% | -22.3% |
| 6M | -21.4% | +22.2% | -43.6% | -28.3% |
| YTD | -3.5% | +57.7% | -61.2% | -21.4% |
| 1Y | +17.4% | +28.0% | -10.6% | +4.4% |
| All | +299.4% | +9.6% | +289.9% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling