+122.4%
CF vs CNH
-17.9%
+140.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.1% | +7.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +2.2% | -15.2% | +17.4% | +6.1% |
| 3M | +2.1% | +4.3% | -2.1% | +0.5% |
| 6M | -6.5% | +10.1% | -16.6% | -10.2% |
| YTD | +55.6% | +23.2% | +32.4% | +41.3% |
| 1Y | +42.3% | +8.5% | +33.8% | +34.5% |
| 3Y | +55.7% | +4.1% | +51.7% | +44.0% |
| 5Y | +122.4% | -17.8% | +140.3% | +116.2% |
| All | +122.4% | -17.9% | +140.3% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling