-63.9%
XYZ vs CNH
-14.7%
-49.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.2% |
| 7D | +12.1% | -1.7% | +13.8% | +13.2% |
| 30D | +12.4% | -7.2% | +19.6% | +16.5% |
| 3M | +8.2% | +6.5% | +1.6% | +1.6% |
| 6M | +20.7% | +7.9% | +12.8% | +10.4% |
| YTD | +31.3% | +26.6% | +4.7% | +4.9% |
| 1Y | +20.5% | +13.8% | +6.8% | +3.3% |
| 3Y | +72.6% | +9.2% | +63.4% | +43.9% |
| All | -63.9% | -14.7% | -49.2% | -65.1% |
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 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