+19.4%
CNH vs CG
-26.2%
+45.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.0% |
| 7D | +8.8% | -1.3% | +10.1% | +9.2% |
| 30D | +24.7% | -3.2% | +27.8% | +25.3% |
| 3M | +27.3% | +6.2% | +21.1% | +24.9% |
| 6M | +23.2% | -4.7% | +27.8% | +23.8% |
| YTD | +48.9% | -20.6% | +69.6% | +57.5% |
| 1Y | +19.4% | -26.4% | +45.8% | +27.8% |
| All | +19.4% | -26.2% | +45.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling