+62.0%
CFG vs CNH
-14.7%
+76.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | +1.1% | -7.2% | +8.3% | +4.0% |
| 3M | -12.0% | +6.5% | -18.5% | -16.1% |
| 6M | -2.2% | +7.9% | -10.1% | -8.4% |
| YTD | +11.4% | +26.6% | -15.2% | -5.1% |
| 1Y | +27.8% | +13.8% | +14.1% | +14.5% |
| 3Y | +173.3% | +9.2% | +164.1% | +139.3% |
| All | +62.0% | -14.7% | +76.7% | +55.2% |
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