-11.4%
CCL vs CNH
+64.7%
-76.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -2.4% |
| 7D | -5.0% | +23.3% | -28.3% | -17.4% |
| 30D | -20.3% | +33.5% | -53.8% | -34.7% |
| 3M | -15.1% | +32.7% | -47.9% | -30.6% |
| 6M | -15.1% | +22.2% | -37.3% | -27.2% |
| YTD | -21.8% | +57.7% | -79.5% | -43.5% |
| 1Y | -24.8% | +28.0% | -52.8% | -38.2% |
| 3Y | +51.9% | +11.5% | +40.3% | +30.0% |
| 5Y | +4.0% | +11.9% | -7.8% | -12.0% |
| 10Y | -42.2% | +162.8% | -205.0% | -69.2% |
| All | -11.4% | +64.7% | -76.1% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling