+69.0%
F vs CNH
+113.9%
-44.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.1% |
| 7D | -2.1% | +6.7% | -8.8% | -5.5% |
| 30D | +3.3% | +7.2% | -3.9% | -0.7% |
| 3M | -11.3% | +17.5% | -28.8% | -19.6% |
| 6M | +5.3% | +15.0% | -9.6% | -4.9% |
| YTD | -2.2% | +36.8% | -39.0% | -20.0% |
| 1Y | -3.5% | +27.6% | -31.2% | -18.5% |
| 3Y | +49.5% | +34.3% | +15.2% | +17.8% |
| 5Y | -13.5% | -12.2% | -1.3% | -17.2% |
| 10Y | +69.0% | +113.9% | -44.9% | +3.2% |
| All | +69.0% | +113.9% | -44.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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