+229.3%
GM vs CNH
+64.7%
+164.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.0% |
| 7D | +1.9% | +23.3% | -21.4% | -7.8% |
| 30D | -1.4% | +33.5% | -34.8% | -14.4% |
| 3M | +5.9% | +32.7% | -26.8% | -8.4% |
| 6M | +12.4% | +22.2% | -9.8% | 0.0% |
| YTD | +8.6% | +57.7% | -49.1% | -14.9% |
| 1Y | +52.6% | +28.0% | +24.6% | +31.3% |
| 3Y | +169.7% | +11.5% | +158.1% | +138.2% |
| 5Y | +87.5% | +11.9% | +75.7% | +62.2% |
| 10Y | +233.0% | +162.8% | +70.2% | +95.0% |
| All | +229.3% | +64.7% | +164.7% | +100.2% |
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