+149.5%
CNH vs FFIV
+224.0%
-74.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +8.8% | -1.5% | +10.3% | +9.5% |
| 30D | +24.7% | -2.7% | +27.3% | +25.5% |
| 3M | +27.3% | -1.7% | +29.0% | +27.2% |
| 6M | +23.2% | +36.1% | -13.0% | +5.2% |
| YTD | +48.9% | +52.6% | -3.7% | +19.5% |
| 1Y | +19.4% | +21.5% | -2.1% | +5.6% |
| 3Y | +7.8% | +142.7% | -134.9% | -33.5% |
| 5Y | +8.7% | +92.6% | -83.8% | -27.2% |
| 10Y | +149.5% | +225.5% | -76.0% | +24.0% |
| All | +149.5% | +224.0% | -74.5% | +24.0% |
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