+69.3%
CCI vs CNH
+106.0%
-36.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.9% |
| 30D | +14.4% | -0.6% | +15.0% | +14.2% |
| 3M | +21.7% | +14.6% | +7.1% | +18.0% |
| 6M | +4.0% | +11.8% | -7.7% | +0.8% |
| YTD | +6.2% | +30.4% | -24.2% | -0.2% |
| 1Y | +5.4% | +19.1% | -13.7% | +0.5% |
| 3Y | +11.7% | +30.2% | -18.4% | +2.5% |
| 5Y | -35.6% | -17.8% | -17.8% | -36.9% |
| All | +69.3% | +106.0% | -36.8% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling