+1.4%
CCL vs CNH
+11.5%
-10.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -2.3% |
| 7D | -5.0% | +23.3% | -28.3% | -16.9% |
| 30D | -20.3% | +33.5% | -53.8% | -34.2% |
| 3M | -15.1% | +32.7% | -47.9% | -30.0% |
| 6M | -15.1% | +22.2% | -37.3% | -26.6% |
| YTD | -21.8% | +57.7% | -79.5% | -43.0% |
| 1Y | -24.8% | +28.0% | -52.8% | -37.6% |
| 3Y | +51.9% | +11.5% | +40.3% | +33.3% |
| All | +1.4% | +11.5% | -10.1% | -15.9% |
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