+336.9%
CI vs CNH
+28.6%
+308.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +9.9% | -15.2% | +25.1% | +14.1% |
| 3M | +12.1% | +4.3% | +7.8% | +10.0% |
| 6M | +10.6% | +10.1% | +0.5% | +6.2% |
| YTD | +11.4% | +23.2% | -11.8% | +3.1% |
| 1Y | +18.8% | +8.5% | +10.3% | +13.4% |
| 3Y | +2.9% | +4.1% | -1.2% | -4.2% |
| 5Y | +54.5% | -17.8% | +72.4% | +49.2% |
| 10Y | +175.7% | +113.3% | +62.4% | +93.5% |
| All | +336.9% | +28.6% | +308.3% | +225.1% |
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