+8.6%
CI vs CNH
+35.8%
-27.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.7% |
| 7D | -1.3% | +6.7% | -8.0% | -1.9% |
| 30D | +6.4% | +7.2% | -0.8% | +5.6% |
| 3M | +10.7% | +17.5% | -6.8% | +8.7% |
| 6M | +5.5% | +15.0% | -9.5% | +3.6% |
| YTD | +11.4% | +36.8% | -25.4% | +7.4% |
| 1Y | +15.0% | +27.6% | -12.6% | +11.6% |
| All | +8.6% | +35.8% | -27.2% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling