+73.5%
XYZ vs CNH
+32.9%
+40.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | -0.7% |
| 7D | +14.9% | +8.6% | +6.3% | +11.0% |
| 30D | +14.7% | +12.6% | +2.1% | +9.1% |
| 3M | +12.1% | +17.5% | -5.4% | +2.9% |
| 6M | +18.3% | +18.1% | +0.2% | +7.1% |
| YTD | +36.1% | +40.4% | -4.3% | +9.0% |
| 1Y | +35.3% | +34.0% | +1.3% | +11.1% |
| 3Y | +73.5% | +35.3% | +38.2% | +41.4% |
| All | +73.5% | +32.9% | +40.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling