+104.4%
CNH vs USFR
+27.5%
+76.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | +0.1% | +23.2% | +23.3% |
| 30D | +33.5% | +0.3% | +33.2% | +33.5% |
| 3M | +32.7% | +1.0% | +31.7% | +32.8% |
| 6M | +22.2% | +1.9% | +20.2% | +22.3% |
| YTD | +57.7% | +2.6% | +55.1% | +57.8% |
| 1Y | +28.0% | +4.0% | +24.0% | +28.1% |
| 3Y | +11.5% | +14.1% | -2.6% | +11.7% |
| 5Y | +11.9% | +20.4% | -8.5% | +11.7% |
| 10Y | +162.8% | +28.0% | +134.8% | +161.9% |
| All | +104.4% | +27.5% | +76.9% | +100.0% |
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