-10.8%
CCI vs CNH
+12.3%
-23.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.3% |
| 7D | -0.4% | +23.3% | -23.7% | -2.7% |
| 30D | +2.7% | +33.5% | -30.8% | -0.6% |
| 3M | -18.2% | +32.7% | -50.9% | -20.9% |
| 6M | -14.8% | +22.2% | -37.0% | -16.9% |
| YTD | -12.6% | +57.7% | -70.3% | -17.6% |
| 1Y | -16.7% | +28.0% | -44.7% | -19.3% |
| All | -10.8% | +12.3% | -23.1% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling