+332.3%
CRS vs CNH
+29.5%
+302.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +4.8% | +3.0% | +1.7% | +3.7% |
| 30D | -23.2% | -0.6% | -22.6% | -23.1% |
| 3M | -45.5% | +14.6% | -60.1% | -49.3% |
| 6M | -33.1% | +11.8% | -44.9% | -37.6% |
| YTD | -7.2% | +30.4% | -37.6% | -19.3% |
| 1Y | -10.0% | +19.1% | -29.1% | -18.7% |
| 3Y | +332.3% | +30.2% | +302.1% | +227.4% |
| All | +332.3% | +29.5% | +302.8% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling