-39.0%
U vs CNH
+132.4%
-171.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.7% |
| 7D | -3.8% | +23.3% | -27.1% | -12.3% |
| 30D | +17.5% | +33.5% | -16.0% | +3.1% |
| 3M | +38.7% | +32.7% | +6.0% | +21.1% |
| 6M | +104.4% | +22.2% | +82.2% | +81.7% |
| YTD | -5.7% | +57.7% | -63.4% | -28.2% |
| 1Y | +3.7% | +28.0% | -24.3% | -11.9% |
| 3Y | +12.3% | +11.5% | +0.8% | -0.2% |
| 5Y | -68.8% | +11.9% | -80.7% | -72.5% |
| All | -39.0% | +132.4% | -171.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling