+13.1%
CNH vs AME
+82.5%
-69.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.9% |
| 7D | +23.3% | +0.6% | +22.7% | +22.7% |
| 30D | +33.5% | -6.7% | +40.1% | +40.4% |
| 3M | +32.7% | +4.1% | +28.6% | +28.2% |
| 6M | +22.2% | +1.6% | +20.6% | +20.6% |
| YTD | +57.7% | +16.1% | +41.5% | +40.7% |
| 1Y | +28.0% | +27.3% | +0.7% | +6.0% |
| 3Y | +11.5% | +50.9% | -39.3% | -21.5% |
| All | +13.1% | +82.5% | -69.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling