+285.1%
CME vs CNH
+165.6%
+119.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.9% |
| 7D | -1.6% | +23.3% | -24.9% | -5.0% |
| 30D | +6.2% | +33.5% | -27.2% | +1.0% |
| 3M | +10.4% | +32.7% | -22.3% | +4.7% |
| 6M | -9.5% | +22.2% | -31.7% | -13.5% |
| YTD | +6.0% | +57.7% | -51.7% | -3.6% |
| 1Y | +9.3% | +28.0% | -18.7% | +3.1% |
| 3Y | +57.7% | +11.5% | +46.1% | +49.1% |
| 5Y | +77.7% | +11.9% | +65.8% | +62.2% |
| All | +285.1% | +165.6% | +119.5% | +137.5% |
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