+331.0%
CMG vs CNH
+64.7%
+266.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -2.5% |
| 7D | -2.8% | +23.3% | -26.1% | -7.2% |
| 30D | +7.1% | +33.5% | -26.3% | +0.6% |
| 3M | +31.2% | +32.7% | -1.6% | +22.4% |
| 6M | +0.7% | +22.2% | -21.5% | -4.8% |
| YTD | -0.1% | +57.7% | -57.8% | -11.0% |
| 1Y | -10.7% | +28.0% | -38.7% | -16.7% |
| 3Y | -4.7% | +11.5% | -16.2% | -10.2% |
| 5Y | -3.8% | +11.9% | -15.6% | -10.8% |
| 10Y | +352.5% | +162.8% | +189.7% | +243.8% |
| All | +331.0% | +64.7% | +266.3% | +238.8% |
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