+16.7%
U vs CNH
+27.3%
-10.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.2% | -2.7% |
| 7D | +24.4% | +4.5% | +19.8% | +25.3% |
| 30D | +7.4% | +7.6% | -0.3% | +8.8% |
| 3M | +16.8% | +17.0% | -0.2% | +20.7% |
| 6M | +78.8% | +12.9% | +65.8% | +84.1% |
| YTD | +14.0% | +34.3% | -20.3% | +13.9% |
| 1Y | +16.7% | +28.5% | -11.8% | +17.0% |
| All | +16.7% | +27.3% | -10.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling