+34.8%
CNH vs CG
+206.7%
-171.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -7.2% | +5.0% | -12.2% | -9.5% |
| 3M | +6.5% | -18.2% | +24.7% | +15.2% |
| 6M | +7.9% | -20.7% | +28.6% | +17.6% |
| YTD | +26.6% | -31.4% | +58.0% | +45.4% |
| 1Y | +13.8% | -22.3% | +36.0% | +23.4% |
| 3Y | +9.2% | +50.2% | -41.0% | -16.6% |
| 5Y | -15.6% | -22.1% | +6.5% | -16.7% |
| 10Y | +119.2% | +295.5% | -176.3% | +7.1% |
| All | +34.8% | +206.7% | -171.9% | -26.3% |
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