+34.8%
CNH vs CRL
+634.9%
-600.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.8% | -5.1% | +0.1% |
| 7D | -1.7% | -6.1% | +4.4% | +0.1% |
| 30D | -7.2% | +12.4% | -19.6% | -11.6% |
| 3M | +6.5% | +27.1% | -20.6% | -3.0% |
| 6M | +7.9% | +85.7% | -77.9% | -15.1% |
| YTD | +26.6% | +69.2% | -42.6% | +1.4% |
| 1Y | +13.8% | +97.5% | -83.8% | -14.1% |
| 3Y | +9.2% | +86.1% | -76.9% | -21.4% |
| 5Y | -15.6% | -10.0% | -5.5% | -21.3% |
| 10Y | +119.2% | +395.0% | -275.8% | -1.1% |
| All | +34.8% | +634.9% | -600.0% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling