+274.1%
CF vs CNH
+33.9%
+240.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -6.9% | +6.5% | -13.3% | -9.2% |
| 30D | -3.7% | -12.0% | +8.2% | +1.1% |
| 3M | -5.0% | +4.4% | -9.3% | -7.6% |
| 6M | -10.5% | +15.7% | -26.2% | -18.1% |
| YTD | +46.5% | +28.2% | +18.3% | +24.6% |
| 1Y | +34.8% | +14.8% | +20.0% | +20.1% |
| 3Y | +46.7% | +8.3% | +38.4% | +27.2% |
| 5Y | +112.0% | -15.2% | +127.2% | +98.2% |
| 10Y | +529.7% | +122.0% | +407.7% | +255.3% |
| All | +274.1% | +33.9% | +240.2% | +126.9% |
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