+631.9%
CME vs CNH
+36.9%
+595.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.5% |
| 7D | +2.7% | +6.4% | -3.7% | +1.6% |
| 30D | +13.5% | -1.6% | +15.1% | +13.5% |
| 3M | +20.9% | +11.6% | +9.4% | +18.1% |
| 6M | +11.5% | +12.5% | -1.0% | +8.1% |
| YTD | +19.5% | +31.1% | -11.6% | +12.1% |
| 1Y | +17.2% | +17.0% | +0.2% | +12.0% |
| 3Y | +65.1% | +28.7% | +36.4% | +50.0% |
| 5Y | +73.1% | -17.4% | +90.5% | +68.4% |
| 10Y | +305.3% | +105.0% | +200.3% | +205.0% |
| All | +631.9% | +36.9% | +595.0% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling