-4.7%
CMS vs CNH
+21.1%
-25.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -1.3% | +6.4% | -7.7% | -1.6% |
| 30D | +5.3% | -1.6% | +6.9% | +5.2% |
| 3M | -0.3% | +11.6% | -11.9% | -1.4% |
| 6M | -4.0% | +12.5% | -16.6% | -5.5% |
| YTD | +2.1% | +31.1% | -28.9% | +1.2% |
| 1Y | -4.7% | +17.0% | -21.7% | -6.1% |
| All | -4.7% | +21.1% | -25.8% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling