+142.2%
CI vs CNH
+134.0%
+8.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -2.2% |
| 7D | +0.1% | +8.6% | -8.4% | -2.2% |
| 30D | +4.7% | +12.6% | -7.9% | +1.1% |
| 3M | +5.2% | +17.5% | -12.3% | -0.4% |
| 6M | +3.8% | +18.1% | -14.3% | -2.7% |
| YTD | +9.2% | +40.4% | -31.2% | -3.5% |
| 1Y | +14.3% | +34.0% | -19.7% | +2.2% |
| 3Y | +8.4% | +35.3% | -26.9% | -7.9% |
| 5Y | +50.0% | -5.1% | +55.1% | +37.9% |
| 10Y | +142.2% | +124.0% | +18.2% | +54.5% |
| All | +142.2% | +134.0% | +8.2% | +54.5% |
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