+533.2%
XYZ vs CNH
+199.0%
+334.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -2.8% |
| 7D | -1.0% | +23.3% | -24.3% | -11.3% |
| 30D | -1.7% | +33.5% | -35.2% | -16.0% |
| 3M | +16.7% | +32.7% | -16.0% | -0.9% |
| 6M | +26.9% | +22.2% | +4.7% | +10.7% |
| YTD | +27.1% | +57.7% | -30.5% | -4.2% |
| 1Y | +9.3% | +28.0% | -18.7% | -7.9% |
| 3Y | +42.3% | +11.5% | +30.7% | +25.9% |
| 5Y | -69.3% | +11.9% | -81.2% | -72.9% |
| 10Y | +586.8% | +162.8% | +424.0% | +293.3% |
| All | +533.2% | +199.0% | +334.2% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling