+225.8%
TPR vs CNH
+64.7%
+161.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.9% |
| 7D | -2.3% | +23.3% | -25.6% | -12.0% |
| 30D | -23.0% | +33.5% | -56.4% | -33.4% |
| 3M | -12.5% | +32.7% | -45.2% | -24.8% |
| 6M | -21.4% | +22.2% | -43.6% | -30.3% |
| YTD | -3.5% | +57.7% | -61.2% | -25.0% |
| 1Y | +17.4% | +28.0% | -10.6% | +0.5% |
| 3Y | +291.3% | +11.5% | +279.7% | +247.1% |
| 5Y | +241.9% | +11.9% | +230.0% | +195.9% |
| 10Y | +322.7% | +162.8% | +159.9% | +149.2% |
| All | +225.8% | +64.7% | +161.2% | +89.4% |
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