+17.7%
CME vs CNH
+31.1%
-13.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.3% |
| 7D | +2.5% | +6.7% | -4.2% | +3.1% |
| 30D | +13.9% | +7.2% | +6.7% | +14.6% |
| 3M | +22.4% | +17.5% | +4.9% | +24.5% |
| 6M | +12.9% | +15.0% | -2.1% | +15.1% |
| YTD | +19.6% | +36.8% | -17.2% | +24.7% |
| 1Y | +17.7% | +27.6% | -10.0% | +21.8% |
| All | +17.7% | +31.1% | -13.4% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling