+10.2%
CNH vs IFF
-36.2%
+46.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -2.5% | -2.8% | +0.3% | -1.3% |
| 30D | +27.0% | -1.1% | +28.1% | +27.6% |
| 3M | +32.6% | +13.8% | +18.8% | +24.8% |
| 6M | +23.6% | +16.7% | +6.9% | +14.2% |
| YTD | +47.8% | +26.1% | +21.7% | +32.0% |
| 1Y | +21.3% | +33.5% | -12.2% | +5.4% |
| 3Y | +7.0% | +31.6% | -24.6% | -8.4% |
| 5Y | +10.2% | -34.9% | +45.0% | +22.4% |
| All | +10.2% | -36.2% | +46.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling