+8.7%
CNH vs USFR
+20.5%
-11.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.4% |
| 7D | +8.8% | +0.1% | +8.7% | +9.1% |
| 30D | +24.7% | +0.3% | +24.3% | +26.1% |
| 3M | +27.3% | +1.0% | +26.4% | +32.2% |
| 6M | +23.2% | +1.9% | +21.2% | +32.0% |
| YTD | +48.9% | +2.7% | +46.3% | +63.0% |
| 1Y | +19.4% | +4.0% | +15.4% | +35.2% |
| 3Y | +7.8% | +14.0% | -6.3% | +62.3% |
| 5Y | +8.7% | +20.4% | -11.7% | +88.1% |
| All | +8.7% | +20.5% | -11.7% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling