+149.5%
CNH vs CG
+345.5%
-196.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.6% |
| 7D | +8.8% | -1.3% | +10.1% | +9.5% |
| 30D | +24.7% | -3.2% | +27.8% | +25.9% |
| 3M | +27.3% | +6.2% | +21.1% | +23.0% |
| 6M | +23.2% | -4.7% | +27.8% | +24.2% |
| YTD | +48.9% | -20.6% | +69.6% | +61.9% |
| 1Y | +19.4% | -26.4% | +45.8% | +33.7% |
| 3Y | +7.8% | +55.4% | -47.6% | -20.2% |
| 5Y | +8.7% | +9.8% | -1.1% | -9.2% |
| 10Y | +149.5% | +341.4% | -191.8% | +20.5% |
| All | +149.5% | +345.5% | -196.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling