+388.2%
CRM vs CNH
+55.5%
+332.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.7% | -2.6% |
| 7D | -3.5% | +8.8% | -12.3% | -5.5% |
| 30D | +29.3% | +24.7% | +4.6% | +22.1% |
| 3M | +36.8% | +27.3% | +9.5% | +27.9% |
| 6M | +23.9% | +23.2% | +0.7% | +15.3% |
| YTD | -5.5% | +48.9% | -54.4% | -17.2% |
| 1Y | -0.4% | +19.4% | -19.8% | -7.4% |
| 3Y | +12.8% | +7.8% | +5.0% | +5.2% |
| 5Y | -3.5% | +8.7% | -12.2% | -12.1% |
| 10Y | +238.4% | +149.5% | +88.9% | +133.4% |
| All | +388.2% | +55.5% | +332.7% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling