-36.9%
CCI vs CNH
-14.7%
-22.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -2.9% |
| 7D | -0.1% | -1.7% | +1.6% | +0.1% |
| 30D | +28.4% | -7.2% | +35.6% | +29.3% |
| 3M | +20.0% | +6.5% | +13.4% | +18.0% |
| 6M | +0.8% | +7.9% | -7.1% | -1.5% |
| YTD | +3.6% | +26.6% | -23.0% | -1.8% |
| 1Y | +6.1% | +13.8% | -7.7% | +2.3% |
| 3Y | +7.2% | +9.2% | -2.0% | +1.3% |
| All | -36.9% | -14.7% | -22.3% | -38.5% |
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 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