+912.0%
CRS vs CNH
+64.7%
+847.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.4% | -0.8% |
| 7D | -0.2% | +23.3% | -23.5% | -12.9% |
| 30D | -16.6% | +33.5% | -50.1% | -31.5% |
| 3M | -3.5% | +32.7% | -36.2% | -20.9% |
| 6M | +15.4% | +22.2% | -6.7% | -1.3% |
| YTD | +51.2% | +57.7% | -6.5% | +8.8% |
| 1Y | +98.3% | +28.0% | +70.3% | +62.1% |
| 3Y | +651.5% | +11.5% | +640.0% | +530.0% |
| 5Y | +1,411.1% | +11.9% | +1,399.3% | +1,129.0% |
| 10Y | +1,424.3% | +162.8% | +1,261.6% | +646.1% |
| All | +912.0% | +64.7% | +847.3% | +420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling