-12.2%
CNH vs FIVE
+19.0%
-31.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +7.2% | +17.4% | -10.2% | +3.2% |
| 3M | +17.5% | +7.0% | +10.5% | +15.3% |
| 6M | +15.0% | +20.5% | -5.5% | +8.9% |
| YTD | +36.8% | +33.1% | +3.7% | +25.9% |
| 1Y | +27.6% | +67.1% | -39.4% | +11.0% |
| 3Y | +34.3% | +41.9% | -7.6% | +13.9% |
| 5Y | -12.2% | +21.1% | -33.3% | -25.1% |
| All | -12.2% | +19.0% | -31.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling