+2,731.8%
CLS vs CNH
+64.7%
+2,667.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.0% |
| 7D | +4.6% | +23.3% | -18.7% | -5.2% |
| 30D | -13.9% | +33.5% | -47.4% | -25.2% |
| 3M | -26.6% | +32.7% | -59.3% | -36.4% |
| 6M | +15.4% | +22.2% | -6.8% | +3.6% |
| YTD | +5.7% | +57.7% | -52.0% | -16.4% |
| 1Y | +41.1% | +28.0% | +13.1% | +22.3% |
| 3Y | +1,228.6% | +11.5% | +1,217.1% | +1,089.3% |
| 5Y | +3,240.6% | +11.9% | +3,228.8% | +2,809.1% |
| 10Y | +2,760.3% | +162.8% | +2,597.6% | +1,607.6% |
| All | +2,731.8% | +64.7% | +2,667.2% | +1,647.4% |
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 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