-56.8%
W vs CNH
-16.3%
-40.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | +0.2% |
| 7D | -1.7% | +6.4% | -8.1% | -6.0% |
| 30D | +3.2% | -1.6% | +4.9% | +3.8% |
| 3M | +8.3% | +11.6% | -3.3% | -3.7% |
| 6M | +84.3% | +12.5% | +71.8% | +62.1% |
| YTD | +11.0% | +31.1% | -20.1% | -17.2% |
| 1Y | -0.2% | +17.0% | -17.2% | -18.8% |
| 3Y | +157.9% | +28.7% | +129.2% | +99.9% |
| 5Y | -56.8% | -17.4% | -39.4% | -58.9% |
| All | -56.8% | -16.3% | -40.5% | -58.9% |
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 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