+13.1%
CNH vs CG
+10.1%
+3.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.7% |
| 7D | +23.3% | -4.3% | +27.6% | +25.3% |
| 30D | +33.5% | -5.1% | +38.5% | +35.7% |
| 3M | +32.7% | +8.7% | +24.0% | +27.5% |
| 6M | +22.2% | -9.2% | +31.4% | +25.7% |
| YTD | +57.7% | -18.9% | +76.6% | +68.5% |
| 1Y | +28.0% | -25.6% | +53.6% | +41.2% |
| 3Y | +11.5% | +57.3% | -45.7% | -15.1% |
| All | +13.1% | +10.1% | +3.0% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling