+102.4%
CL vs CNH
+64.7%
+37.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.9% |
| 7D | -2.2% | +23.3% | -25.5% | -4.5% |
| 30D | -4.8% | +33.5% | -38.3% | -8.0% |
| 3M | +4.9% | +32.7% | -27.8% | +1.2% |
| 6M | -5.7% | +22.2% | -27.9% | -8.4% |
| YTD | +14.4% | +57.7% | -43.3% | +7.7% |
| 1Y | +8.7% | +28.0% | -19.2% | +4.8% |
| 3Y | +30.0% | +11.5% | +18.4% | +25.8% |
| 5Y | +28.4% | +11.9% | +16.5% | +22.3% |
| 10Y | +50.1% | +162.8% | -112.7% | +19.6% |
| All | +102.4% | +64.7% | +37.8% | +68.1% |
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