+196.2%
W vs CNH
+112.1%
+84.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.9% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | +7.0% | -7.2% | +14.2% | +10.8% |
| 3M | +7.4% | +6.5% | +0.8% | +1.3% |
| 6M | +69.3% | +7.9% | +61.4% | +58.4% |
| YTD | +11.3% | +26.6% | -15.3% | -7.0% |
| 1Y | +13.2% | +13.8% | -0.5% | -0.4% |
| 3Y | +142.0% | +9.2% | +132.8% | +123.8% |
| 5Y | -54.6% | -15.6% | -39.0% | -52.9% |
| 10Y | +243.7% | +119.2% | +124.5% | +140.8% |
| All | +196.2% | +112.1% | +84.1% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling