+125.0%
CL vs CNH
+40.2%
+84.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.5% | +0.6% |
| 7D | +2.6% | +4.5% | -1.9% | +2.0% |
| 30D | +11.8% | +7.6% | +4.1% | +10.7% |
| 3M | +5.9% | +17.0% | -11.1% | +3.6% |
| 6M | +13.3% | +12.9% | +0.4% | +10.9% |
| YTD | +27.1% | +34.3% | -7.1% | +21.6% |
| 1Y | +28.0% | +28.5% | -0.5% | +22.9% |
| 3Y | +39.4% | +31.9% | +7.5% | +31.4% |
| 5Y | +40.8% | -9.6% | +50.4% | +37.3% |
| 10Y | +84.9% | +106.3% | -21.4% | +51.4% |
| All | +125.0% | +40.2% | +84.8% | +89.7% |
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