+328.9%
CME vs CNH
+116.5%
+212.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | +13.2% | -7.2% | +20.4% | +14.4% |
| 3M | +16.3% | +6.5% | +9.7% | +14.3% |
| 6M | +7.1% | +7.9% | -0.7% | +4.4% |
| YTD | +15.8% | +26.6% | -10.8% | +8.7% |
| 1Y | +17.1% | +13.8% | +3.3% | +11.9% |
| 3Y | +63.2% | +9.2% | +54.0% | +51.8% |
| 5Y | +70.2% | -15.6% | +85.8% | +63.7% |
| All | +328.9% | +116.5% | +212.4% | +160.1% |
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