-22.7%
U vs CNH
+92.3%
-115.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | +2.6% | +3.0% | -0.5% | +1.0% |
| 30D | +27.6% | -0.6% | +28.1% | +26.9% |
| 3M | +15.3% | +14.6% | +0.7% | +6.2% |
| 6M | +96.4% | +11.8% | +84.6% | +80.0% |
| YTD | +19.6% | +30.4% | -10.9% | -3.0% |
| 1Y | +42.1% | +19.1% | +23.1% | +20.7% |
| 3Y | +87.5% | +30.2% | +57.4% | +51.1% |
| 5Y | -73.1% | -17.8% | -55.3% | -74.4% |
| All | -22.7% | +92.3% | -115.0% | -32.2% |
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 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