+22.5%
CCI vs CNH
+157.1%
-134.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +2.1% | +32.6% | -30.5% | -2.6% |
| 3M | -17.8% | +29.4% | -47.3% | -21.6% |
| 6M | -14.2% | +26.0% | -40.2% | -18.2% |
| YTD | -13.3% | +52.2% | -65.6% | -20.0% |
| 1Y | -16.6% | +23.9% | -40.5% | -20.5% |
| 3Y | -10.8% | +10.1% | -20.9% | -14.8% |
| 5Y | -50.3% | +13.2% | -63.5% | -53.6% |
| 10Y | +22.5% | +160.7% | -138.1% | -6.5% |
| All | +22.5% | +157.1% | -134.6% | -6.5% |
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