+28.0%
CNH vs USFR
+4.0%
+24.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.5% |
| 7D | +23.3% | +0.1% | +23.2% | +24.7% |
| 30D | +33.5% | +0.3% | +33.2% | +41.9% |
| 3M | +32.7% | +1.0% | +31.7% | +69.5% |
| 6M | +22.2% | +1.9% | +20.2% | +95.2% |
| YTD | +57.7% | +2.6% | +55.1% | +189.2% |
| 1Y | +28.0% | +4.0% | +24.0% | +201.3% |
| All | +28.0% | +4.0% | +24.0% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling