+838.1%
CLS vs CNH
+29.5%
+808.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +16.3% | +3.0% | +13.3% | +14.9% |
| 30D | -25.7% | -0.6% | -25.1% | -25.7% |
| 3M | -30.9% | +14.6% | -45.5% | -36.0% |
| 6M | -35.5% | +11.8% | -47.2% | -40.1% |
| YTD | -18.7% | +30.4% | -49.1% | -30.4% |
| 1Y | -17.9% | +19.1% | -37.0% | -26.9% |
| 3Y | +838.1% | +30.2% | +807.9% | +645.8% |
| All | +838.1% | +29.5% | +808.6% | +645.8% |
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 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