+307.2%
CI vs CNH
+64.7%
+242.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -2.3% |
| 7D | +1.3% | +23.3% | -22.0% | -4.0% |
| 30D | +4.4% | +33.5% | -29.0% | -3.2% |
| 3M | +0.7% | +32.7% | -32.1% | -7.0% |
| 6M | +0.3% | +22.2% | -21.8% | -5.9% |
| YTD | +3.8% | +57.7% | -53.9% | -9.3% |
| 1Y | -5.5% | +28.0% | -33.5% | -12.9% |
| 3Y | +8.1% | +11.5% | -3.4% | 0.0% |
| 5Y | +42.8% | +11.9% | +30.9% | +27.6% |
| 10Y | +143.9% | +162.8% | -18.9% | +62.5% |
| All | +307.2% | +64.7% | +242.5% | +186.2% |
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