+124.0%
CNH vs M
+3.7%
+120.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +8.9% |
| 7D | +8.6% | +2.5% | +6.0% | +7.8% |
| 30D | +12.6% | +10.1% | +2.5% | +9.7% |
| 3M | +17.5% | -0.9% | +18.4% | +17.3% |
| 6M | +18.1% | +30.2% | -12.1% | +9.6% |
| YTD | +40.4% | +16.3% | +24.1% | +33.5% |
| 1Y | +34.0% | +27.0% | +7.0% | +24.4% |
| 3Y | +35.3% | +154.5% | -119.2% | +0.3% |
| 5Y | -5.1% | -1.1% | -4.0% | -16.4% |
| 10Y | +124.0% | +0.5% | +123.5% | +41.9% |
| All | +124.0% | +3.7% | +120.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling