+13.1%
CNH vs CRL
-35.5%
+48.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | +23.3% | -1.0% | +24.3% | +23.6% |
| 30D | +33.5% | +10.7% | +22.8% | +29.9% |
| 3M | +32.7% | +55.3% | -22.6% | +17.4% |
| 6M | +22.2% | +60.7% | -38.5% | +6.0% |
| YTD | +57.7% | +44.6% | +13.1% | +40.0% |
| 1Y | +28.0% | +77.7% | -49.8% | +6.3% |
| 3Y | +11.5% | +37.6% | -26.1% | -4.3% |
| All | +13.1% | -35.5% | +48.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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