+238.9%
CRM vs CNH
+158.6%
+80.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.4% | -5.7% | +1.3% | -3.1% |
| 30D | +28.1% | +26.6% | +1.6% | +20.5% |
| 3M | +48.8% | +31.1% | +17.7% | +38.0% |
| 6M | +28.3% | +24.9% | +3.4% | +18.7% |
| YTD | -6.0% | +48.7% | -54.7% | -18.0% |
| 1Y | +1.4% | +22.2% | -20.8% | -6.5% |
| 3Y | +11.8% | +7.4% | +4.4% | +4.3% |
| 5Y | -2.0% | +10.8% | -12.9% | -11.6% |
| All | +238.9% | +158.6% | +80.3% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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