+22.0%
CNH vs GRMN
+158.2%
-136.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | -1.7% | +4.7% | -6.4% | -3.0% |
| 30D | -7.2% | +3.4% | -10.6% | -8.2% |
| 3M | +6.5% | -5.0% | +11.6% | +7.8% |
| 6M | +7.9% | +18.6% | -10.7% | +1.5% |
| YTD | +26.6% | +42.5% | -15.9% | +12.5% |
| 1Y | +13.8% | +42.3% | -28.6% | +1.2% |
| All | +22.0% | +158.2% | -136.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 3y: compounded portfolio wealth divided by compounded GRMN 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…
3y analysis · Full analysis span regression · 6 months rolling