+413.8%
TPR vs CNH
+32.9%
+380.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -1.3% |
| 7D | +12.7% | +8.6% | +4.1% | +9.2% |
| 30D | +17.1% | +12.6% | +4.5% | +11.8% |
| 3M | -15.9% | +17.5% | -33.4% | -22.1% |
| 6M | +2.6% | +18.1% | -15.5% | -6.1% |
| YTD | +7.5% | +40.4% | -32.9% | -9.6% |
| 1Y | +32.9% | +34.0% | -1.1% | +13.6% |
| 3Y | +413.8% | +35.3% | +378.5% | +305.2% |
| All | +413.8% | +32.9% | +380.9% | +305.2% |
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