+28.0%
CNH vs FIVE
+66.7%
-38.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +3.2% |
| 7D | +23.3% | +4.3% | +19.0% | +22.4% |
| 30D | +33.5% | +12.5% | +20.9% | +30.8% |
| 3M | +32.7% | +31.2% | +1.5% | +26.8% |
| 6M | +22.2% | +14.4% | +7.8% | +19.3% |
| YTD | +57.7% | +33.9% | +23.8% | +48.5% |
| 1Y | +28.0% | +65.1% | -37.1% | +15.8% |
| All | +28.0% | +66.7% | -38.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling