+68.0%
CNH vs CG
+262.9%
-194.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.8% |
| 7D | +23.3% | -4.3% | +27.6% | +25.5% |
| 30D | +33.5% | -5.1% | +38.5% | +35.9% |
| 3M | +32.7% | +8.7% | +24.0% | +27.1% |
| 6M | +22.2% | -9.2% | +31.4% | +25.9% |
| YTD | +57.7% | -18.9% | +76.6% | +69.1% |
| 1Y | +28.0% | -25.6% | +53.6% | +41.9% |
| 3Y | +11.5% | +57.3% | -45.7% | -15.9% |
| 5Y | +11.9% | +10.2% | +1.7% | -5.4% |
| 10Y | +162.8% | +364.2% | -201.4% | +20.1% |
| All | +68.0% | +262.9% | -194.9% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling