+7.7%
V vs CNH
+29.2%
-21.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.1% |
| 7D | -1.7% | +23.3% | -25.0% | -2.4% |
| 30D | +2.0% | +33.5% | -31.5% | +0.9% |
| 3M | +17.4% | +32.7% | -15.4% | +16.1% |
| 6M | +17.5% | +22.2% | -4.7% | +17.1% |
| YTD | +7.6% | +57.7% | -50.1% | +4.6% |
| 1Y | +7.7% | +28.0% | -20.3% | +2.6% |
| All | +7.7% | +29.2% | -21.5% | +2.6% |
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