-54.2%
W vs CNH
-14.7%
-39.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -3.3% |
| 7D | -3.6% | -1.7% | -1.9% | -2.4% |
| 30D | +7.0% | -7.2% | +14.2% | +11.8% |
| 3M | +7.4% | +6.5% | +0.8% | -1.2% |
| 6M | +69.3% | +7.9% | +61.4% | +53.7% |
| YTD | +11.3% | +26.6% | -15.3% | -14.8% |
| 1Y | +13.2% | +13.8% | -0.5% | -6.6% |
| 3Y | +142.0% | +9.2% | +132.8% | +109.4% |
| All | -54.2% | -14.7% | -39.6% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling