+42.5%
GM vs CNH
-17.7%
+60.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.2% | +3.0% | -3.2% | -1.6% |
| 30D | +3.6% | -0.6% | +4.1% | +3.4% |
| 3M | -0.2% | +14.6% | -14.9% | -7.9% |
| 6M | +13.9% | +11.8% | +2.2% | +5.2% |
| YTD | +6.5% | +30.4% | -24.0% | -10.1% |
| 1Y | +20.7% | +19.1% | +1.6% | +6.4% |
| 3Y | +229.5% | +30.2% | +199.3% | +160.0% |
| All | +42.5% | -17.7% | +60.2% | +40.0% |
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 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