-28.5%
CCL vs CNH
+134.0%
-162.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | -3.6% |
| 7D | +3.1% | +8.6% | -5.5% | -3.1% |
| 30D | +17.5% | +12.6% | +5.0% | +7.2% |
| 3M | +6.8% | +17.5% | -10.7% | -8.8% |
| 6M | +18.7% | +18.1% | +0.6% | -0.5% |
| YTD | +3.0% | +40.4% | -37.4% | -25.1% |
| 1Y | +17.7% | +34.0% | -16.3% | -11.8% |
| 3Y | +155.6% | +35.3% | +120.3% | +75.2% |
| 5Y | +30.2% | -5.1% | +35.3% | +15.9% |
| 10Y | -28.5% | +124.0% | -152.5% | -66.8% |
| All | -28.5% | +134.0% | -162.4% | -66.8% |
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