-40.8%
CCL vs CNH
+165.6%
-206.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -2.8% |
| 7D | -5.0% | +23.3% | -28.3% | -19.1% |
| 30D | -20.3% | +33.5% | -53.8% | -36.7% |
| 3M | -15.1% | +32.7% | -47.9% | -32.8% |
| 6M | -15.1% | +22.2% | -37.3% | -29.0% |
| YTD | -21.8% | +57.7% | -79.5% | -46.6% |
| 1Y | -24.8% | +28.0% | -52.8% | -40.3% |
| 3Y | +51.9% | +11.5% | +40.3% | +25.4% |
| 5Y | +4.0% | +11.9% | -7.8% | -16.9% |
| All | -40.8% | +165.6% | -206.5% | -73.7% |
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 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