+35.3%
CNH vs USFR
+14.3%
+21.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +8.6% | +0.1% | +8.5% | +9.1% |
| 30D | +12.6% | +0.4% | +12.2% | +16.0% |
| 3M | +17.5% | +1.1% | +16.5% | +27.7% |
| 6M | +18.1% | +2.0% | +16.1% | +37.9% |
| YTD | +40.4% | +3.4% | +37.0% | +76.6% |
| 1Y | +34.0% | +4.1% | +29.9% | +72.7% |
| 3Y | +35.3% | +14.3% | +21.0% | +373.5% |
| All | +35.3% | +14.3% | +21.0% | +373.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling