+220.4%
W vs CNH
+113.9%
+106.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.6% |
| 7D | -7.4% | +6.7% | -14.1% | -11.0% |
| 30D | +7.8% | +7.2% | +0.6% | +3.0% |
| 3M | +10.9% | +17.5% | -6.6% | -2.4% |
| 6M | +86.4% | +15.0% | +71.5% | +65.9% |
| YTD | +14.0% | +36.8% | -22.8% | -11.8% |
| 1Y | +3.5% | +27.6% | -24.1% | -16.6% |
| 3Y | +164.8% | +34.3% | +130.4% | +113.7% |
| 5Y | -53.1% | -12.2% | -40.9% | -52.9% |
| 10Y | +220.4% | +113.9% | +106.6% | +96.7% |
| All | +220.4% | +113.9% | +106.6% | +96.7% |
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