+487.0%
CF vs CNH
+134.0%
+353.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -4.5% |
| 7D | -0.9% | +8.6% | -9.4% | -4.5% |
| 30D | +6.9% | +12.6% | -5.6% | +1.3% |
| 3M | +4.8% | +17.5% | -12.7% | -3.3% |
| 6M | +4.7% | +18.1% | -13.4% | -5.2% |
| YTD | +56.5% | +40.4% | +16.1% | +27.1% |
| 1Y | +48.4% | +34.0% | +14.4% | +22.8% |
| 3Y | +59.1% | +35.3% | +23.9% | +23.1% |
| 5Y | +109.5% | -5.1% | +114.6% | +84.8% |
| 10Y | +487.0% | +124.0% | +362.9% | +266.5% |
| All | +487.0% | +134.0% | +353.0% | +266.5% |
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