+68.0%
CNH vs CRL
+528.1%
-460.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +23.3% | -1.0% | +24.3% | +23.7% |
| 30D | +33.5% | +10.7% | +22.8% | +28.8% |
| 3M | +32.7% | +55.3% | -22.6% | +13.1% |
| 6M | +22.2% | +60.7% | -38.5% | +1.4% |
| YTD | +57.7% | +44.6% | +13.1% | +34.7% |
| 1Y | +28.0% | +77.7% | -49.8% | +0.4% |
| 3Y | +11.5% | +37.6% | -26.1% | -9.4% |
| 5Y | +11.9% | -35.8% | +47.7% | +19.5% |
| 10Y | +162.8% | +241.7% | -79.0% | +34.1% |
| All | +68.0% | +528.1% | -460.2% | -22.6% |
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