+862.9%
CRS vs CNH
+113.9%
+749.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.3% |
| 7D | +4.4% | +6.7% | -2.3% | +0.1% |
| 30D | -19.1% | +7.2% | -26.4% | -23.1% |
| 3M | -43.2% | +17.5% | -60.7% | -50.8% |
| 6M | -28.9% | +15.0% | -43.8% | -38.5% |
| YTD | -3.0% | +36.8% | -39.8% | -26.8% |
| 1Y | -5.3% | +27.6% | -33.0% | -25.3% |
| 3Y | +363.5% | +34.3% | +329.2% | +222.6% |
| 5Y | +858.2% | -12.2% | +870.4% | +785.7% |
| 10Y | +862.9% | +113.9% | +749.0% | +363.9% |
| All | +862.9% | +113.9% | +749.0% | +363.9% |
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