+68.0%
CNH vs FFIV
+354.0%
-286.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | -1.0% | +24.2% | +23.6% |
| 30D | +33.5% | -5.1% | +38.5% | +35.7% |
| 3M | +32.7% | -4.5% | +37.2% | +34.2% |
| 6M | +22.2% | +36.5% | -14.3% | +5.4% |
| YTD | +57.7% | +53.0% | +4.7% | +28.5% |
| 1Y | +28.0% | +24.2% | +3.8% | +13.1% |
| 3Y | +11.5% | +137.2% | -125.7% | -27.4% |
| 5Y | +11.9% | +91.8% | -79.9% | -22.2% |
| 10Y | +162.8% | +215.2% | -52.4% | +41.1% |
| All | +68.0% | +354.0% | -286.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling