+112.4%
CNH vs FFIV
+126.1%
-13.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | -1.7% | -8.1% | +6.4% | +1.8% |
| 30D | -7.2% | -33.4% | +26.2% | +8.1% |
| 3M | +6.5% | -24.7% | +31.3% | +16.9% |
| 6M | +7.9% | -8.8% | +16.7% | +7.8% |
| YTD | +26.6% | +21.8% | +4.8% | +8.8% |
| 1Y | +13.8% | +25.3% | -11.5% | -3.6% |
| 3Y | +9.2% | +101.2% | -92.0% | -29.5% |
| 5Y | -15.6% | +40.2% | -55.8% | -36.4% |
| All | +112.4% | +126.1% | -13.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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