-63.1%
W vs CNH
+11.5%
-74.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | -0.3% |
| 7D | -4.2% | +23.3% | -27.5% | -17.9% |
| 30D | -7.6% | +33.5% | -41.0% | -26.0% |
| 3M | +37.2% | +32.7% | +4.4% | +10.5% |
| 6M | +26.3% | +22.2% | +4.1% | +5.9% |
| YTD | -1.0% | +57.7% | -58.7% | -33.7% |
| 1Y | +20.1% | +28.0% | -7.9% | -6.1% |
| 3Y | +37.8% | +11.5% | +26.3% | +20.1% |
| All | -63.1% | +11.5% | -74.6% | -69.8% |
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