+99.5%
U vs CNH
+7.0%
+92.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +4.7% |
| 7D | +36.6% | -1.7% | +38.3% | +37.0% |
| 30D | +13.3% | -7.2% | +20.5% | +15.5% |
| 3M | +26.2% | +6.5% | +19.6% | +21.3% |
| 6M | +88.7% | +7.9% | +80.9% | +78.8% |
| YTD | +16.6% | +26.6% | -10.0% | -4.0% |
| 1Y | +29.0% | +13.8% | +15.2% | +12.7% |
| 3Y | +99.5% | +9.2% | +90.3% | +73.0% |
| All | +99.5% | +7.0% | +92.5% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling