+1,921.0%
CLS vs CNH
+46.6%
+1,874.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.9% | -3.0% | +3.1% |
| 7D | -10.6% | +8.6% | -19.1% | -13.5% |
| 30D | -38.4% | +12.6% | -51.0% | -41.6% |
| 3M | -29.9% | +17.5% | -47.4% | -36.0% |
| 6M | -40.6% | +18.1% | -58.7% | -46.4% |
| YTD | -24.6% | +40.4% | -65.0% | -37.7% |
| 1Y | -30.8% | +34.0% | -64.8% | -41.7% |
| 3Y | +811.7% | +35.3% | +776.4% | +643.0% |
| 5Y | +1,838.4% | -5.1% | +1,843.5% | +1,700.9% |
| 10Y | +1,751.5% | +124.0% | +1,627.5% | +1,067.8% |
| All | +1,921.0% | +46.6% | +1,874.4% | +1,202.2% |
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