+1,438.1%
CRS vs CNH
+7.1%
+1,431.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.0% | -0.7% |
| 7D | -3.1% | +8.8% | -11.9% | -7.5% |
| 30D | -19.6% | +24.7% | -44.3% | -29.1% |
| 3M | -8.1% | +27.3% | -35.4% | -20.3% |
| 6M | +18.6% | +23.2% | -4.6% | +4.0% |
| YTD | +45.9% | +48.9% | -3.1% | +14.3% |
| 1Y | +82.5% | +19.4% | +63.1% | +61.1% |
| 3Y | +648.9% | +7.8% | +641.1% | +566.5% |
| 5Y | +1,438.1% | +8.7% | +1,429.4% | +1,201.9% |
| All | +1,438.1% | +7.1% | +1,431.0% | +1,201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling