+41.9%
CMI vs CNH
+29.2%
+12.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +1.4% |
| 7D | -0.7% | +23.3% | -24.0% | -8.0% |
| 30D | -13.4% | +33.5% | -46.9% | -22.4% |
| 3M | -17.0% | +32.7% | -49.7% | -25.8% |
| 6M | -1.6% | +22.2% | -23.8% | -10.1% |
| YTD | +11.0% | +57.7% | -46.7% | -5.8% |
| 1Y | +41.9% | +28.0% | +13.9% | +29.4% |
| All | +41.9% | +29.2% | +12.7% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling