+288.0%
CME vs CNH
+107.8%
+180.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.2% |
| 7D | +1.7% | +4.5% | -2.9% | +0.8% |
| 30D | +10.2% | +7.6% | +2.5% | +8.7% |
| 3M | +17.8% | +17.0% | +0.8% | +14.0% |
| 6M | +11.0% | +12.9% | -2.0% | +7.4% |
| YTD | +17.0% | +34.3% | -17.2% | +8.9% |
| 1Y | +15.8% | +28.5% | -12.7% | +8.4% |
| 3Y | +61.8% | +31.9% | +29.9% | +44.8% |
| 5Y | +72.5% | -9.6% | +82.1% | +63.8% |
| 10Y | +288.0% | +106.3% | +181.7% | +167.3% |
| All | +288.0% | +107.8% | +180.2% | +167.3% |
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