-62.3%
XYZ vs CNH
-9.2%
-53.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -1.0% |
| 7D | +12.6% | +4.5% | +8.1% | +9.7% |
| 30D | +10.8% | +7.6% | +3.2% | +5.9% |
| 3M | +8.4% | +17.0% | -8.6% | -3.6% |
| 6M | +14.3% | +12.9% | +1.4% | +1.8% |
| YTD | +31.5% | +34.3% | -2.8% | +1.4% |
| 1Y | +28.1% | +28.5% | -0.4% | +1.5% |
| 3Y | +66.2% | +31.9% | +34.3% | +22.4% |
| 5Y | -62.3% | -9.6% | -52.7% | -64.8% |
| All | -62.3% | -9.2% | -53.1% | -64.8% |
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 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