+154.0%
CNH vs IFF
-20.3%
+174.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -5.7% | -3.2% | -2.5% | -4.2% |
| 30D | +26.6% | -0.3% | +26.8% | +26.7% |
| 3M | +31.1% | +8.4% | +22.6% | +25.1% |
| 6M | +24.9% | +23.0% | +1.8% | +11.1% |
| YTD | +48.7% | +25.5% | +23.2% | +30.6% |
| 1Y | +22.2% | +29.1% | -6.9% | +5.4% |
| 3Y | +7.4% | +31.7% | -24.2% | -10.6% |
| 5Y | +10.8% | -35.2% | +46.0% | +27.3% |
| All | +154.0% | -20.3% | +174.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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