+124.0%
CNH vs FFIV
+132.4%
-8.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +10.0% |
| 7D | +8.6% | -2.1% | +10.6% | +9.6% |
| 30D | +12.6% | -33.8% | +46.3% | +31.8% |
| 3M | +17.5% | -20.6% | +38.1% | +26.0% |
| 6M | +18.1% | -10.2% | +28.3% | +19.1% |
| YTD | +40.4% | +24.5% | +15.9% | +19.7% |
| 1Y | +34.0% | +29.3% | +4.7% | +12.0% |
| 3Y | +35.3% | +103.8% | -68.5% | -12.9% |
| 5Y | -5.1% | +40.9% | -46.0% | -28.4% |
| 10Y | +124.0% | +126.6% | -2.6% | +20.5% |
| All | +124.0% | +132.4% | -8.4% | +20.5% |
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