-26.3%
U vs CNH
+97.9%
-124.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.2% | -0.4% |
| 7D | +24.4% | +4.5% | +19.8% | +21.6% |
| 30D | +7.4% | +7.6% | -0.3% | +3.6% |
| 3M | +16.8% | +17.0% | -0.2% | +6.8% |
| 6M | +78.8% | +12.9% | +65.8% | +63.5% |
| YTD | +14.0% | +34.3% | -20.3% | -8.5% |
| 1Y | +16.7% | +28.5% | -11.8% | -4.6% |
| 3Y | +86.4% | +31.9% | +54.5% | +49.7% |
| 5Y | -71.5% | -9.6% | -61.9% | -73.3% |
| All | -26.3% | +97.9% | -124.3% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling