+39.9%
CL vs CNH
-14.7%
+54.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +11.4% | -7.2% | +18.6% | +11.8% |
| 3M | +4.4% | +6.5% | -2.1% | +3.7% |
| 6M | +10.8% | +7.9% | +2.9% | +9.7% |
| YTD | +25.1% | +26.6% | -1.5% | +22.3% |
| 1Y | +28.0% | +13.8% | +14.2% | +25.9% |
| 3Y | +37.6% | +9.2% | +28.4% | +34.8% |
| All | +39.9% | -14.7% | +54.6% | +39.8% |
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