+375.0%
CMI vs CNH
+36.2%
+338.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.2% |
| 1Y | -1.9% | +19.1% | -20.9% | -11.6% |
| 3Y | +121.0% | +30.2% | +90.8% | +86.1% |
| 5Y | +114.6% | -17.8% | +132.4% | +112.5% |
| 10Y | +325.5% | +103.9% | +221.5% | +170.0% |
| All | +375.0% | +36.2% | +338.8% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling