+121.7%
CMS vs CNH
+116.5%
+5.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.4% |
| 7D | -1.3% | -1.7% | +0.4% | -1.2% |
| 30D | +6.3% | -7.2% | +13.5% | +7.0% |
| 3M | -2.1% | +6.5% | -8.6% | -3.1% |
| 6M | -5.1% | +7.9% | -13.0% | -6.5% |
| YTD | +1.3% | +26.6% | -25.3% | -2.2% |
| 1Y | -1.4% | +13.8% | -15.2% | -3.8% |
| 3Y | +36.9% | +9.2% | +27.7% | +32.4% |
| 5Y | +32.5% | -15.6% | +48.1% | +30.3% |
| All | +121.7% | +116.5% | +5.2% | +107.1% |
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 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