+160.7%
CNH vs USFR
+28.0%
+132.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | +32.6% | +0.3% | +32.4% | +32.7% |
| 3M | +29.4% | +1.0% | +28.4% | +29.6% |
| 6M | +26.0% | +1.9% | +24.0% | +26.1% |
| YTD | +52.2% | +2.7% | +49.6% | +52.3% |
| 1Y | +23.9% | +4.0% | +19.9% | +23.8% |
| 3Y | +10.1% | +14.0% | -3.9% | +8.7% |
| 5Y | +13.2% | +20.4% | -7.3% | +8.9% |
| 10Y | +160.7% | +28.0% | +132.7% | +141.9% |
| All | +160.7% | +28.0% | +132.7% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling