+320.0%
CMG vs CNH
+164.7%
+155.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | -6.5% | +1.8% | -8.3% | -7.0% |
| 30D | +12.1% | +32.6% | -20.5% | +4.6% |
| 3M | +20.6% | +29.4% | -8.8% | +12.3% |
| 6M | +2.1% | +26.0% | -23.9% | -4.9% |
| YTD | -2.6% | +52.2% | -54.8% | -13.8% |
| 1Y | -8.7% | +23.9% | -32.6% | -14.9% |
| 3Y | -7.4% | +10.1% | -17.5% | -13.2% |
| 5Y | -5.7% | +13.2% | -18.8% | -13.8% |
| All | +320.0% | +164.7% | +155.4% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling