+63.4%
CFG vs CNH
-11.0%
+74.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.1% |
| 7D | -0.8% | +6.7% | -7.5% | -3.8% |
| 30D | +3.1% | +7.2% | -4.1% | -0.4% |
| 3M | -9.7% | +17.5% | -27.2% | -17.7% |
| 6M | +6.7% | +15.0% | -8.2% | -2.9% |
| YTD | +15.2% | +36.8% | -21.6% | -5.4% |
| 1Y | +28.8% | +27.6% | +1.1% | +9.4% |
| 3Y | +190.1% | +34.3% | +155.7% | +129.0% |
| 5Y | +63.4% | -12.2% | +75.6% | +55.6% |
| All | +63.4% | -11.0% | +74.3% | +55.6% |
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