+98.3%
CRS vs CNH
+29.2%
+69.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.4% | +0.4% |
| 7D | -0.2% | +23.3% | -23.5% | -7.1% |
| 30D | -16.6% | +33.5% | -50.1% | -24.9% |
| 3M | -3.5% | +32.7% | -36.2% | -13.1% |
| 6M | +15.4% | +22.2% | -6.7% | +6.2% |
| YTD | +51.2% | +57.7% | -6.5% | +27.4% |
| 1Y | +98.3% | +28.0% | +70.3% | +88.8% |
| All | +98.3% | +29.2% | +69.1% | +88.8% |
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 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