+568.0%
CF vs CNH
+116.5%
+451.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.4% |
| 7D | -3.2% | -1.7% | -1.5% | -2.6% |
| 30D | +4.3% | -7.2% | +11.5% | +7.2% |
| 3M | +2.8% | +6.5% | -3.7% | -1.1% |
| 6M | +0.6% | +7.9% | -7.3% | -5.3% |
| YTD | +56.6% | +26.6% | +30.0% | +32.9% |
| 1Y | +49.6% | +13.8% | +35.9% | +32.9% |
| 3Y | +61.5% | +9.2% | +52.3% | +37.8% |
| 5Y | +124.0% | -15.6% | +139.5% | +108.0% |
| All | +568.0% | +116.5% | +451.5% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling