+237.6%
CFG vs CNH
+116.5%
+121.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.5% |
| 7D | -0.9% | -1.7% | +0.8% | 0.0% |
| 30D | +1.1% | -7.2% | +8.3% | +4.8% |
| 3M | -12.0% | +6.5% | -18.5% | -17.3% |
| 6M | -2.2% | +7.9% | -10.1% | -10.5% |
| YTD | +11.4% | +26.6% | -15.2% | -9.2% |
| 1Y | +27.8% | +13.8% | +14.1% | +10.7% |
| 3Y | +173.3% | +9.2% | +164.1% | +129.1% |
| 5Y | +62.4% | -15.6% | +78.0% | +54.5% |
| All | +237.6% | +116.5% | +121.1% | +72.0% |
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