+73.0%
CF vs CNH
+9.6%
+63.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -3.8% |
| 7D | +6.0% | +23.3% | -17.3% | +3.1% |
| 30D | +14.8% | +33.5% | -18.6% | +10.5% |
| 3M | +14.1% | +32.7% | -18.7% | +9.5% |
| 6M | +28.5% | +22.2% | +6.4% | +25.0% |
| YTD | +74.9% | +57.7% | +17.3% | +59.1% |
| 1Y | +61.7% | +28.0% | +33.7% | +54.8% |
| All | +73.0% | +9.6% | +63.5% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling