-73.3%
U vs CNH
-17.7%
-55.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.5% |
| 7D | +2.6% | +3.0% | -0.5% | +0.7% |
| 30D | +27.6% | -0.6% | +28.1% | +26.8% |
| 3M | +15.3% | +14.6% | +0.7% | +4.9% |
| 6M | +96.4% | +11.8% | +84.6% | +77.5% |
| YTD | +19.6% | +30.4% | -10.9% | -6.7% |
| 1Y | +42.1% | +19.1% | +23.1% | +17.2% |
| 3Y | +87.5% | +30.2% | +57.4% | +41.8% |
| All | -73.3% | -17.7% | -55.6% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling