+152.4%
CMI vs CNH
+9.4%
+143.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | +0.7% | +1.8% | -1.1% | -0.1% |
| 30D | -12.3% | +32.6% | -44.9% | -21.9% |
| 3M | -16.8% | +29.4% | -46.2% | -25.6% |
| 6M | +1.5% | +26.0% | -24.5% | -8.6% |
| YTD | +9.8% | +52.2% | -42.4% | -8.1% |
| 1Y | +42.6% | +23.9% | +18.7% | +28.6% |
| All | +152.4% | +9.4% | +143.0% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling