-5.7%
CMG vs CNH
+12.3%
-18.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | +20.6% | +29.4% | -8.8% | +12.0% |
| 6M | +2.1% | +26.0% | -23.9% | -5.1% |
| YTD | -2.6% | +52.2% | -54.8% | -14.5% |
| 1Y | -8.7% | +23.9% | -32.6% | -15.1% |
| 3Y | -7.4% | +10.1% | -17.5% | -12.9% |
| 5Y | -5.7% | +13.2% | -18.8% | -14.5% |
| All | -5.7% | +12.3% | -18.0% | -14.5% |
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