+35.8%
XYZ vs CNH
+16.6%
+19.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | -1.1% | +3.0% | -4.1% | -1.5% |
| 30D | +11.5% | -0.6% | +12.1% | +11.6% |
| 3M | +1.8% | +14.6% | -12.8% | -1.0% |
| 6M | +21.2% | +11.8% | +9.5% | +18.3% |
| YTD | +29.9% | +30.4% | -0.5% | +13.9% |
| 1Y | +35.8% | +19.1% | +16.7% | +24.9% |
| All | +35.8% | +16.6% | +19.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling