+299.5%
CME vs CNH
+134.0%
+165.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -2.1% |
| 7D | -0.6% | +8.6% | -9.1% | -1.9% |
| 30D | +8.5% | +12.6% | -4.0% | +6.4% |
| 3M | +16.0% | +17.5% | -1.5% | +12.3% |
| 6M | +9.3% | +18.1% | -8.8% | +5.1% |
| YTD | +15.3% | +40.4% | -25.1% | +6.5% |
| 1Y | +14.4% | +34.0% | -19.6% | +6.4% |
| 3Y | +59.9% | +35.3% | +24.6% | +42.7% |
| 5Y | +69.4% | -5.1% | +74.5% | +59.6% |
| 10Y | +299.5% | +124.0% | +175.5% | +160.9% |
| All | +299.5% | +134.0% | +165.5% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling