+57.9%
CME vs CNH
+9.6%
+48.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.1% |
| 7D | -1.6% | +23.3% | -24.9% | -0.5% |
| 30D | +6.2% | +33.5% | -27.2% | +7.9% |
| 3M | +10.4% | +32.7% | -22.3% | +12.2% |
| 6M | -9.5% | +22.2% | -31.7% | -8.0% |
| YTD | +6.0% | +57.7% | -51.7% | +8.7% |
| 1Y | +9.3% | +28.0% | -18.7% | +11.5% |
| All | +57.9% | +9.6% | +48.4% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling