+33.9%
CCL vs CNH
-17.7%
+51.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -3.2% |
| 30D | +13.1% | -0.6% | +13.7% | +12.9% |
| 3M | +3.4% | +14.6% | -11.3% | -8.1% |
| 6M | +18.7% | +11.8% | +7.0% | +6.0% |
| YTD | -2.3% | +30.4% | -32.7% | -21.8% |
| 1Y | +14.2% | +19.1% | -4.9% | -3.2% |
| 3Y | +133.6% | +30.2% | +103.4% | +71.9% |
| All | +33.9% | -17.7% | +51.5% | +37.0% |
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