-3.9%
CRM vs CNH
+8.8%
-12.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -8.1% | -2.5% | -5.6% | -7.7% |
| 30D | +23.1% | +27.0% | -3.9% | +17.1% |
| 3M | +42.5% | +32.6% | +9.9% | +33.8% |
| 6M | +25.3% | +23.6% | +1.7% | +18.2% |
| YTD | -7.8% | +47.8% | -55.6% | -18.3% |
| 1Y | +1.0% | +21.3% | -20.2% | -5.2% |
| 3Y | +10.0% | +7.0% | +3.0% | +4.9% |
| 5Y | -3.9% | +10.2% | -14.1% | -11.3% |
| All | -3.9% | +8.8% | -12.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling