+287.4%
CMS vs CNH
+64.7%
+222.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.6% |
| 7D | +0.4% | +23.3% | -22.9% | -1.7% |
| 30D | -3.6% | +33.5% | -37.1% | -6.5% |
| 3M | -1.9% | +32.7% | -34.6% | -4.9% |
| 6M | -11.0% | +22.2% | -33.1% | -13.2% |
| YTD | +0.2% | +57.7% | -57.5% | -4.9% |
| 1Y | -1.3% | +28.0% | -29.3% | -4.5% |
| 3Y | +35.9% | +11.5% | +24.4% | +32.0% |
| 5Y | +23.1% | +11.9% | +11.2% | +17.9% |
| 10Y | +117.9% | +162.8% | -44.9% | +80.5% |
| All | +287.4% | +64.7% | +222.8% | +232.8% |
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 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