+158.7%
CI vs CNH
+116.5%
+42.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | +5.4% | -7.2% | +12.6% | +7.3% |
| 3M | +7.3% | +6.5% | +0.7% | +4.4% |
| 6M | +5.3% | +7.9% | -2.6% | +1.2% |
| YTD | +8.5% | +26.6% | -18.1% | -1.4% |
| 1Y | +17.1% | +13.8% | +3.4% | +9.6% |
| 3Y | +1.4% | +9.2% | -7.8% | -8.0% |
| 5Y | +50.5% | -15.6% | +66.1% | +43.1% |
| All | +158.7% | +116.5% | +42.3% | +57.7% |
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