+114.8%
CMI vs CNH
-17.7%
+132.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.5% | +3.0% | -2.6% | -0.9% |
| 30D | -14.0% | -0.6% | -13.4% | -14.1% |
| 3M | -28.1% | +14.6% | -42.8% | -33.4% |
| 6M | -35.8% | +11.8% | -47.6% | -40.3% |
| YTD | -10.5% | +30.4% | -40.9% | -22.3% |
| 1Y | -1.9% | +19.1% | -20.9% | -11.7% |
| 3Y | +121.0% | +30.2% | +90.8% | +85.2% |
| All | +114.8% | -17.7% | +132.5% | +107.9% |
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 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