+13.1%
CNH vs FFIV
+91.3%
-78.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | -1.0% | +24.2% | +23.5% |
| 30D | +33.5% | -5.1% | +38.5% | +35.5% |
| 3M | +32.7% | -4.5% | +37.2% | +34.0% |
| 6M | +22.2% | +36.5% | -14.3% | +6.9% |
| YTD | +57.7% | +53.0% | +4.7% | +30.8% |
| 1Y | +28.0% | +24.2% | +3.8% | +14.5% |
| 3Y | +11.5% | +137.2% | -125.7% | -25.8% |
| All | +13.1% | +91.3% | -78.2% | -21.9% |
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