+321.2%
CMG vs CNH
+157.1%
+164.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | -3.8% | -2.5% | -1.4% | -3.4% |
| 30D | +12.9% | +27.0% | -14.1% | +6.4% |
| 3M | +18.8% | +32.6% | -13.8% | +9.9% |
| 6M | +4.1% | +23.6% | -19.5% | -2.7% |
| YTD | -2.4% | +47.8% | -50.2% | -13.0% |
| 1Y | -6.7% | +21.3% | -27.9% | -12.6% |
| 3Y | -7.1% | +7.0% | -14.1% | -12.3% |
| 5Y | -5.0% | +10.2% | -15.2% | -12.7% |
| All | +321.2% | +157.1% | +164.1% | +212.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling