+126.3%
CL vs CNH
+28.6%
+97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +0.4% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | +13.8% | -15.2% | +29.0% | +15.7% |
| 3M | +6.4% | +4.3% | +2.1% | +5.5% |
| 6M | +15.6% | +10.1% | +5.6% | +13.5% |
| YTD | +27.9% | +23.2% | +4.7% | +23.6% |
| 1Y | +31.4% | +8.5% | +22.9% | +28.7% |
| 3Y | +41.4% | +4.1% | +37.3% | +37.2% |
| 5Y | +42.8% | -17.8% | +60.6% | +40.9% |
| 10Y | +79.7% | +113.3% | -33.7% | +46.2% |
| All | +126.3% | +28.6% | +97.7% | +92.8% |
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 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