+82.0%
CNH vs USFR
+28.5%
+53.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +12.6% | +0.4% | +12.2% | +12.6% |
| 3M | +17.5% | +1.1% | +16.5% | +17.6% |
| 6M | +18.1% | +2.0% | +16.1% | +18.2% |
| YTD | +40.4% | +3.4% | +37.0% | +40.6% |
| 1Y | +34.0% | +4.1% | +29.9% | +34.2% |
| 3Y | +35.3% | +14.3% | +21.0% | +35.6% |
| 5Y | -5.1% | +21.3% | -26.4% | -5.2% |
| 10Y | +124.0% | +28.5% | +95.6% | +123.3% |
| All | +82.0% | +28.5% | +53.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling