+325.5%
CI vs CNH
+32.2%
+293.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | +5.4% | -7.2% | +12.6% | +7.1% |
| 3M | +7.3% | +6.5% | +0.7% | +4.7% |
| 6M | +5.3% | +7.9% | -2.6% | +1.6% |
| YTD | +8.5% | +26.6% | -18.1% | -0.3% |
| 1Y | +17.1% | +13.8% | +3.4% | +10.4% |
| 3Y | +1.4% | +9.2% | -7.8% | -6.7% |
| 5Y | +50.5% | -15.6% | +66.1% | +44.3% |
| 10Y | +168.5% | +119.2% | +49.3% | +87.1% |
| All | +325.5% | +32.2% | +293.3% | +214.4% |
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