+102.0%
CCI vs CNH
+46.6%
+55.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.8% | -2.4% |
| 7D | +0.9% | +8.6% | -7.6% | -0.3% |
| 30D | +10.3% | +12.6% | -2.3% | +8.3% |
| 3M | +17.9% | +17.5% | +0.4% | +14.3% |
| 6M | -0.5% | +18.1% | -18.6% | -4.0% |
| YTD | +2.7% | +40.4% | -37.7% | -4.0% |
| 1Y | +3.1% | +34.0% | -30.9% | -3.0% |
| 3Y | +8.0% | +35.3% | -27.3% | -0.5% |
| 5Y | -37.8% | -5.1% | -32.7% | -40.2% |
| 10Y | +56.5% | +124.0% | -67.5% | +23.3% |
| All | +102.0% | +46.6% | +55.4% | +60.7% |
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