+34.8%
CNH vs FIVE
+446.1%
-411.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -7.2% | +17.7% | -24.9% | -11.1% |
| 3M | +6.5% | +4.0% | +2.6% | +5.0% |
| 6M | +7.9% | +2.6% | +5.3% | +5.8% |
| YTD | +26.6% | +27.6% | -1.0% | +17.2% |
| 1Y | +13.8% | +59.9% | -46.2% | -0.7% |
| 3Y | +9.2% | +35.8% | -26.6% | -7.1% |
| 5Y | -15.6% | +14.4% | -30.0% | -27.5% |
| 10Y | +119.2% | +576.1% | -456.9% | +27.1% |
| All | +34.8% | +446.1% | -411.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling