+124.0%
CNH vs FIVE
+596.6%
-472.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +9.4% |
| 7D | +8.6% | +6.2% | +2.4% | +6.9% |
| 30D | +12.6% | +18.2% | -5.6% | +7.6% |
| 3M | +17.5% | +3.8% | +13.7% | +15.9% |
| 6M | +18.1% | +13.7% | +4.4% | +12.7% |
| YTD | +40.4% | +34.7% | +5.7% | +27.3% |
| 1Y | +34.0% | +66.6% | -32.6% | +14.5% |
| 3Y | +35.3% | +44.3% | -9.0% | +12.0% |
| 5Y | -5.1% | +18.8% | -23.9% | -20.1% |
| 10Y | +124.0% | +569.2% | -445.2% | +27.1% |
| All | +124.0% | +596.6% | -472.5% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling