+17.0%
CCL vs CNH
+33.2%
-16.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | -0.1% |
| 7D | +3.1% | +8.6% | -5.5% | -0.3% |
| 30D | +17.5% | +12.6% | +5.0% | +12.0% |
| 3M | +6.8% | +17.5% | -10.7% | -2.9% |
| 6M | +18.7% | +18.1% | +0.6% | +7.3% |
| YTD | +3.0% | +40.4% | -37.4% | -13.4% |
| All | +17.0% | +33.2% | -16.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling