-68.9%
XYZ vs CNH
+11.5%
-80.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -3.0% |
| 7D | -1.0% | +23.3% | -24.3% | -12.6% |
| 30D | -1.7% | +33.5% | -35.2% | -17.8% |
| 3M | +16.7% | +32.7% | -16.0% | -3.1% |
| 6M | +26.9% | +22.2% | +4.7% | +8.8% |
| YTD | +27.1% | +57.7% | -30.5% | -9.3% |
| 1Y | +9.3% | +28.0% | -18.7% | -10.3% |
| 3Y | +42.3% | +11.5% | +30.7% | +24.2% |
| All | -68.9% | +11.5% | -80.3% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling