+68.0%
CNH vs M
-11.1%
+79.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.5% | +3.4% |
| 7D | +23.3% | +4.7% | +18.6% | +22.0% |
| 30D | +33.5% | -9.6% | +43.1% | +36.8% |
| 3M | +32.7% | +0.9% | +31.9% | +32.0% |
| 6M | +22.2% | +22.3% | -0.1% | +15.5% |
| YTD | +57.7% | +6.5% | +51.2% | +53.7% |
| 1Y | +28.0% | +38.8% | -10.8% | +16.4% |
| 3Y | +11.5% | +115.9% | -104.4% | -13.7% |
| 5Y | +11.9% | +28.6% | -16.8% | -8.1% |
| 10Y | +162.8% | -2.5% | +165.3% | +79.4% |
| All | +68.0% | -11.1% | +79.0% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling