+319.1%
CFG vs CNH
+165.6%
+153.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.4% |
| 7D | +1.5% | +23.3% | -21.8% | -10.5% |
| 30D | -3.8% | +33.5% | -37.3% | -19.7% |
| 3M | +11.5% | +32.7% | -21.2% | -7.7% |
| 6M | +19.2% | +22.2% | -3.0% | +2.1% |
| YTD | +23.7% | +57.7% | -34.0% | -10.0% |
| 1Y | +38.8% | +28.0% | +10.9% | +14.1% |
| 3Y | +178.9% | +11.5% | +167.4% | +138.4% |
| 5Y | +101.8% | +11.9% | +89.9% | +63.8% |
| All | +319.1% | +165.6% | +153.5% | +84.3% |
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 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