+2,089.9%
CLS vs CNH
-16.3%
+2,106.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.2% | +8.7% | +6.4% |
| 7D | +23.5% | +6.4% | +17.1% | +20.1% |
| 30D | -28.9% | -1.6% | -27.3% | -28.6% |
| 3M | -25.2% | +11.6% | -36.7% | -30.5% |
| 6M | -32.1% | +12.5% | -44.6% | -37.7% |
| YTD | -14.1% | +31.1% | -45.1% | -27.7% |
| 1Y | -24.1% | +17.0% | -41.1% | -32.5% |
| 3Y | +897.0% | +28.7% | +868.2% | +711.2% |
| 5Y | +2,089.9% | -17.4% | +2,107.3% | +2,009.4% |
| All | +2,089.9% | -16.3% | +2,106.2% | +2,009.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling