+68.0%
CNH vs FIVE
+473.2%
-405.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.8% |
| 7D | +23.3% | +4.3% | +19.0% | +22.0% |
| 30D | +33.5% | +12.5% | +20.9% | +29.5% |
| 3M | +32.7% | +31.2% | +1.5% | +23.5% |
| 6M | +22.2% | +14.4% | +7.8% | +16.8% |
| YTD | +57.7% | +33.9% | +23.8% | +44.7% |
| 1Y | +28.0% | +65.1% | -37.1% | +10.9% |
| 3Y | +11.5% | +49.0% | -37.4% | -7.2% |
| 5Y | +11.9% | +30.3% | -18.4% | -7.0% |
| 10Y | +162.8% | +481.1% | -318.3% | +55.1% |
| All | +68.0% | +473.2% | -405.2% | -3.4% |
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