+222.7%
GM vs CNH
+36.2%
+186.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.2% | +3.0% | -3.2% | -1.7% |
| 30D | +3.6% | -0.6% | +4.1% | +3.3% |
| 3M | -0.2% | +14.6% | -14.9% | -8.1% |
| 6M | +13.9% | +11.8% | +2.2% | +4.8% |
| YTD | +6.5% | +30.4% | -24.0% | -10.1% |
| 1Y | +20.7% | +19.1% | +1.6% | +6.3% |
| 3Y | +229.5% | +30.2% | +199.3% | +165.6% |
| 5Y | +41.5% | -17.8% | +59.3% | +39.7% |
| 10Y | +204.8% | +103.9% | +100.9% | +96.0% |
| All | +222.7% | +36.2% | +186.5% | +111.5% |
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