+310.1%
CMG vs CNH
+36.9%
+273.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.1% |
| 7D | -0.6% | +6.4% | -7.0% | -2.0% |
| 30D | +15.9% | -1.6% | +17.5% | +16.1% |
| 3M | +7.8% | +11.6% | -3.8% | +4.6% |
| 6M | +7.7% | +12.5% | -4.9% | +3.4% |
| YTD | -4.9% | +31.1% | -36.0% | -12.3% |
| 1Y | +12.3% | +17.0% | -4.7% | +6.2% |
| 3Y | -17.1% | +28.7% | -45.8% | -24.5% |
| 5Y | -5.6% | -17.4% | +11.8% | -7.2% |
| 10Y | +342.9% | +105.0% | +237.9% | +251.2% |
| All | +310.1% | +36.9% | +273.2% | +233.8% |
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