+638.0%
XYZ vs CNH
+134.0%
+504.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | -2.0% |
| 7D | +14.9% | +8.6% | +6.3% | +9.9% |
| 30D | +14.7% | +12.6% | +2.1% | +7.4% |
| 3M | +12.1% | +17.5% | -5.4% | +0.6% |
| 6M | +18.3% | +18.1% | +0.2% | +4.1% |
| YTD | +36.1% | +40.4% | -4.3% | +6.3% |
| 1Y | +35.3% | +34.0% | +1.3% | +8.3% |
| 3Y | +73.5% | +35.3% | +38.2% | +34.9% |
| 5Y | -61.6% | -5.1% | -56.5% | -63.9% |
| 10Y | +638.0% | +124.0% | +514.0% | +401.8% |
| All | +638.0% | +134.0% | +504.0% | +401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling