+257.9%
TPR vs CNH
+28.6%
+229.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +8.9% |
| 7D | +13.9% | -0.4% | +14.2% | +13.7% |
| 30D | +14.9% | -15.2% | +30.1% | +23.4% |
| 3M | -15.4% | +4.3% | -19.6% | -18.7% |
| 6M | -4.5% | +10.1% | -14.5% | -11.9% |
| YTD | +6.0% | +23.2% | -17.2% | -8.4% |
| 1Y | +24.3% | +8.5% | +15.8% | +13.7% |
| 3Y | +412.8% | +4.1% | +408.8% | +362.8% |
| 5Y | +258.4% | -17.8% | +276.3% | +255.3% |
| 10Y | +396.8% | +113.3% | +283.5% | +223.2% |
| All | +257.9% | +28.6% | +229.3% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling