-14.9%
CNH vs M
-11.5%
-3.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.3% | +3.9% |
| 7D | -1.7% | -4.3% | +2.6% | -0.8% |
| 30D | -7.2% | +1.3% | -8.5% | -7.8% |
| 3M | +6.5% | -7.4% | +13.9% | +8.1% |
| 6M | +7.9% | +18.3% | -10.5% | +2.3% |
| YTD | +26.6% | +7.6% | +19.0% | +22.5% |
| 1Y | +13.8% | +17.4% | -3.6% | +7.5% |
| 3Y | +9.2% | +108.4% | -99.2% | -16.2% |
| All | -14.9% | -11.5% | -3.4% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling