+732.7%
CLS vs CNH
+7.0%
+725.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.5% |
| 7D | -22.2% | -1.7% | -20.5% | -21.6% |
| 30D | -44.4% | -7.2% | -37.2% | -42.9% |
| 3M | -34.3% | +6.5% | -40.8% | -37.2% |
| 6M | -50.1% | +7.9% | -57.9% | -52.8% |
| YTD | -30.1% | +26.6% | -56.7% | -39.1% |
| 1Y | -39.3% | +13.8% | -53.1% | -44.6% |
| 3Y | +732.7% | +9.2% | +723.5% | +651.5% |
| All | +732.7% | +7.0% | +725.7% | +651.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling