+77.6%
V vs CNH
+7.0%
+70.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +13.6% | -7.2% | +20.8% | +14.4% |
| 3M | +14.3% | +6.5% | +7.8% | +13.0% |
| 6M | +33.1% | +7.9% | +25.2% | +31.0% |
| YTD | +21.2% | +26.6% | -5.4% | +15.9% |
| 1Y | +26.4% | +13.8% | +12.7% | +22.8% |
| 3Y | +77.6% | +9.2% | +68.4% | +73.3% |
| All | +77.6% | +7.0% | +70.6% | +73.3% |
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