+36.5%
CNH vs FFIV
+102.3%
-65.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +6.7% | -2.9% | +9.6% | +7.5% |
| 30D | +7.2% | -32.4% | +39.6% | +17.6% |
| 3M | +17.5% | -22.7% | +40.2% | +23.4% |
| 6M | +15.0% | -10.7% | +25.6% | +14.8% |
| YTD | +36.8% | +25.4% | +11.4% | +20.1% |
| 1Y | +27.6% | +34.2% | -6.5% | +9.1% |
| All | +36.5% | +102.3% | -65.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling