+346.7%
CF vs CNH
+64.7%
+282.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -4.9% |
| 7D | +6.0% | +23.3% | -17.3% | -2.9% |
| 30D | +14.8% | +33.5% | -18.6% | +1.6% |
| 3M | +14.1% | +32.7% | -18.7% | +0.1% |
| 6M | +28.5% | +22.2% | +6.4% | +13.8% |
| YTD | +74.9% | +57.7% | +17.3% | +37.5% |
| 1Y | +61.7% | +28.0% | +33.7% | +38.9% |
| 3Y | +80.3% | +11.5% | +68.8% | +57.3% |
| 5Y | +226.0% | +11.9% | +214.1% | +171.1% |
| 10Y | +569.9% | +162.8% | +407.1% | +253.5% |
| All | +346.7% | +64.7% | +282.1% | +150.3% |
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