+80.5%
GM vs CNH
+12.3%
+68.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.3% |
| 7D | -1.1% | +1.8% | -2.9% | -2.0% |
| 30D | -4.6% | +32.6% | -37.2% | -16.6% |
| 3M | +0.2% | +29.4% | -29.2% | -12.0% |
| 6M | +12.6% | +26.0% | -13.4% | -0.8% |
| YTD | +3.7% | +52.2% | -48.5% | -17.5% |
| 1Y | +45.6% | +23.9% | +21.8% | +27.7% |
| 3Y | +162.0% | +10.1% | +151.8% | +134.9% |
| 5Y | +80.5% | +13.2% | +67.3% | +52.0% |
| All | +80.5% | +12.3% | +68.2% | +52.0% |
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