+24.3%
W vs CNH
+15.2%
+9.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.0% |
| 7D | +8.4% | +6.5% | +1.9% | +6.8% |
| 30D | +16.5% | -12.0% | +28.5% | +19.9% |
| 3M | +6.4% | +4.4% | +2.1% | +4.1% |
| 6M | +90.5% | +15.7% | +74.8% | +82.5% |
| YTD | +23.1% | +28.2% | -5.2% | +13.8% |
| 1Y | +24.3% | +14.8% | +9.5% | +14.9% |
| All | +24.3% | +15.2% | +9.0% | +14.9% |
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