+47.7%
CI vs CNH
-14.7%
+62.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | +5.4% | -7.2% | +12.6% | +6.4% |
| 3M | +7.3% | +6.5% | +0.7% | +5.8% |
| 6M | +5.3% | +7.9% | -2.6% | +3.3% |
| YTD | +8.5% | +26.6% | -18.1% | +3.4% |
| 1Y | +17.1% | +13.8% | +3.4% | +13.3% |
| 3Y | +1.4% | +9.2% | -7.8% | -3.4% |
| All | +47.7% | -14.7% | +62.4% | +44.5% |
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 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