+141.5%
W vs CNH
+152.9%
-11.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +3.9% |
| 7D | +6.5% | +8.8% | -2.3% | +0.7% |
| 30D | -6.2% | +24.7% | -30.9% | -19.3% |
| 3M | +48.9% | +27.3% | +21.5% | +26.7% |
| 6M | +31.2% | +23.2% | +8.0% | +12.1% |
| YTD | -0.4% | +48.9% | -49.4% | -25.9% |
| 1Y | +14.8% | +19.4% | -4.6% | -2.7% |
| 3Y | +40.5% | +7.8% | +32.8% | +29.1% |
| 5Y | -62.1% | +8.7% | -70.9% | -65.8% |
| 10Y | +141.5% | +149.5% | -8.0% | +22.6% |
| All | +141.5% | +152.9% | -11.4% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling