-17.6%
CNH vs FFIV
+35.3%
-52.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +3.0% | -0.5% | +3.6% | +3.3% |
| 30D | -0.6% | -32.4% | +31.8% | +11.7% |
| 3M | +14.6% | -25.7% | +40.3% | +23.8% |
| 6M | +11.8% | -13.5% | +25.3% | +13.4% |
| YTD | +30.4% | +21.1% | +9.3% | +14.4% |
| 1Y | +19.1% | +29.4% | -10.4% | +1.4% |
| 3Y | +30.2% | +94.9% | -64.7% | -10.2% |
| All | -17.6% | +35.3% | -52.9% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling