+495.9%
CMI vs CNH
+157.1%
+338.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.8% |
| 30D | -12.8% | +27.0% | -39.8% | -22.2% |
| 3M | -12.4% | +32.6% | -45.1% | -23.9% |
| 6M | -0.9% | +23.6% | -24.5% | -11.4% |
| YTD | +8.9% | +47.8% | -39.0% | -10.2% |
| 1Y | +37.7% | +21.3% | +16.4% | +23.2% |
| 3Y | +148.9% | +7.0% | +141.9% | +127.9% |
| 5Y | +164.4% | +10.2% | +154.2% | +131.0% |
| All | +495.9% | +157.1% | +338.9% | +213.4% |
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 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