+38.0%
CMS vs CNH
+7.0%
+31.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +7.2% | -7.2% | +14.4% | +7.6% |
| 3M | -1.3% | +6.5% | -7.8% | -2.0% |
| 6M | -4.3% | +7.9% | -12.2% | -5.3% |
| YTD | +2.1% | +26.6% | -24.5% | -0.1% |
| 1Y | -0.6% | +13.8% | -14.4% | -2.1% |
| 3Y | +38.0% | +9.2% | +28.8% | +34.7% |
| All | +38.0% | +7.0% | +31.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling