+167.0%
CMI vs CNH
+12.3%
+154.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.1% |
| 7D | +0.7% | +1.8% | -1.1% | -0.2% |
| 30D | -12.3% | +32.6% | -44.9% | -22.7% |
| 3M | -16.8% | +29.4% | -46.2% | -26.4% |
| 6M | +1.5% | +26.0% | -24.5% | -9.5% |
| YTD | +9.8% | +52.2% | -42.4% | -9.7% |
| 1Y | +42.6% | +23.9% | +18.7% | +27.2% |
| 3Y | +151.0% | +10.1% | +140.9% | +129.5% |
| 5Y | +167.0% | +13.2% | +153.9% | +126.8% |
| All | +167.0% | +12.3% | +154.7% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling