+12.8%
CNH vs AME
+54.4%
-41.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.0% |
| 7D | +23.3% | +0.6% | +22.7% | +22.8% |
| 30D | +33.5% | -6.7% | +40.1% | +39.5% |
| 3M | +32.7% | +4.1% | +28.6% | +28.9% |
| 6M | +22.2% | +1.6% | +20.6% | +20.5% |
| YTD | +57.7% | +16.1% | +41.5% | +44.0% |
| 1Y | +28.0% | +27.3% | +0.7% | +10.5% |
| All | +12.8% | +54.4% | -41.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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