+73.4%
CL vs CNH
+116.5%
-43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | +11.4% | -7.2% | +18.6% | +12.1% |
| 3M | +4.4% | +6.5% | -2.1% | +3.3% |
| 6M | +10.8% | +7.9% | +2.9% | +9.1% |
| YTD | +25.1% | +26.6% | -1.5% | +20.7% |
| 1Y | +28.0% | +13.8% | +14.2% | +24.8% |
| 3Y | +37.6% | +9.2% | +28.4% | +33.0% |
| 5Y | +39.7% | -15.6% | +55.3% | +37.7% |
| All | +73.4% | +116.5% | -43.1% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling