-37.5%
U vs CNH
+119.5%
-157.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.9% |
| 7D | +4.5% | +8.8% | -4.3% | +0.4% |
| 30D | -0.6% | +24.7% | -25.2% | -10.4% |
| 3M | +48.4% | +27.3% | +21.1% | +31.5% |
| 6M | +115.4% | +23.2% | +92.2% | +89.5% |
| YTD | -3.2% | +48.9% | -52.1% | -24.7% |
| 1Y | -6.0% | +19.4% | -25.4% | -17.9% |
| 3Y | +13.5% | +7.8% | +5.7% | +1.9% |
| 5Y | -68.0% | +8.7% | -76.7% | -71.2% |
| All | -37.5% | +119.5% | -157.0% | -47.3% |
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