+1,412.7%
CRS vs CNH
+157.1%
+1,255.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.5% |
| 7D | -0.5% | +1.8% | -2.4% | -1.8% |
| 30D | -18.1% | +32.6% | -50.7% | -33.6% |
| 3M | -12.4% | +29.4% | -41.9% | -28.4% |
| 6M | +15.9% | +26.0% | -10.0% | -4.6% |
| YTD | +45.8% | +52.2% | -6.4% | +3.9% |
| 1Y | +87.8% | +23.9% | +63.9% | +53.5% |
| 3Y | +648.7% | +10.1% | +638.6% | +517.4% |
| 5Y | +1,416.6% | +13.2% | +1,403.5% | +1,067.6% |
| 10Y | +1,412.7% | +160.7% | +1,252.0% | +465.8% |
| All | +1,412.7% | +157.1% | +1,255.6% | +465.8% |
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 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