+1.4%
CRM vs CNH
+22.0%
-20.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.0% |
| 7D | -4.4% | -5.7% | +1.3% | -5.3% |
| 30D | +28.1% | +26.6% | +1.6% | +33.5% |
| 3M | +48.8% | +31.1% | +17.7% | +56.5% |
| 6M | +28.3% | +24.9% | +3.4% | +35.4% |
| YTD | -6.0% | +48.7% | -54.7% | -7.1% |
| 1Y | +1.4% | +22.2% | -20.8% | +6.5% |
| All | +1.4% | +22.0% | -20.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling