-15.8%
F vs CNH
-14.7%
-1.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.9% |
| 7D | +1.6% | -1.7% | +3.3% | +2.3% |
| 30D | +2.6% | -7.2% | +9.9% | +5.6% |
| 3M | -8.8% | +6.5% | -15.4% | -12.9% |
| 6M | +4.6% | +7.9% | -3.2% | -1.8% |
| YTD | -1.9% | +26.6% | -28.5% | -16.0% |
| 1Y | -0.8% | +13.8% | -14.5% | -10.8% |
| 3Y | +43.5% | +9.2% | +34.3% | +25.7% |
| All | -15.8% | -14.7% | -1.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling