+68.0%
CNH vs IFF
+42.8%
+25.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.1% |
| 7D | +23.3% | -1.8% | +25.1% | +24.4% |
| 30D | +33.5% | -2.0% | +35.4% | +34.7% |
| 3M | +32.7% | +18.5% | +14.2% | +21.0% |
| 6M | +22.2% | +11.7% | +10.5% | +13.7% |
| YTD | +57.7% | +29.6% | +28.1% | +35.8% |
| 1Y | +28.0% | +35.0% | -7.0% | +7.5% |
| 3Y | +11.5% | +32.3% | -20.7% | -7.9% |
| 5Y | +11.9% | -34.6% | +46.4% | +28.2% |
| 10Y | +162.8% | -20.6% | +183.4% | +153.3% |
| All | +68.0% | +42.8% | +25.2% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling