+73.1%
CME vs CNH
-17.7%
+90.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.9% | +3.0% | +0.9% | +3.9% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +19.6% | +14.6% | +4.9% | +19.0% |
| 6M | +8.1% | +11.8% | -3.7% | +7.5% |
| YTD | +20.4% | +30.4% | -10.0% | +18.7% |
| 1Y | +16.5% | +19.1% | -2.6% | +15.4% |
| 3Y | +66.4% | +30.2% | +36.3% | +59.8% |
| All | +73.1% | -17.7% | +90.7% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling