+115.4%
CMS vs CNH
+162.8%
-47.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.6% |
| 7D | +0.4% | +23.3% | -22.9% | -1.9% |
| 30D | -3.6% | +33.5% | -37.1% | -6.7% |
| 3M | -1.9% | +32.7% | -34.6% | -5.2% |
| 6M | -11.0% | +22.2% | -33.1% | -13.4% |
| YTD | +0.2% | +57.7% | -57.5% | -5.3% |
| 1Y | -1.3% | +28.0% | -29.3% | -4.7% |
| 3Y | +35.9% | +11.5% | +24.4% | +31.7% |
| 5Y | +23.1% | +11.9% | +11.2% | +17.4% |
| All | +115.4% | +162.8% | -47.4% | +71.8% |
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 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