+195.5%
W vs CNH
+119.7%
+75.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -0.4% |
| 7D | -1.7% | +6.4% | -8.1% | -5.0% |
| 30D | +3.2% | -1.6% | +4.9% | +3.8% |
| 3M | +8.3% | +11.6% | -3.3% | -0.5% |
| 6M | +84.3% | +12.5% | +71.8% | +68.3% |
| YTD | +11.0% | +31.1% | -20.1% | -9.1% |
| 1Y | -0.2% | +17.0% | -17.2% | -13.2% |
| 3Y | +157.9% | +28.7% | +129.2% | +120.6% |
| 5Y | -56.8% | -17.4% | -39.4% | -55.0% |
| 10Y | +212.2% | +105.0% | +107.2% | +118.3% |
| All | +195.5% | +119.7% | +75.9% | +98.1% |
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 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