-11.4%
F vs CNH
-17.9%
+6.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.6% |
| 7D | +1.4% | -0.4% | +1.7% | +1.4% |
| 30D | +2.0% | -15.2% | +17.3% | +9.1% |
| 3M | -10.4% | +4.3% | -14.6% | -13.6% |
| 6M | +9.7% | +10.1% | -0.4% | +1.8% |
| YTD | -1.2% | +23.2% | -24.4% | -14.4% |
| 1Y | 0.0% | +8.5% | -8.5% | -8.0% |
| 3Y | +41.1% | +4.1% | +37.0% | +26.8% |
| 5Y | -11.4% | -17.8% | +6.4% | -12.8% |
| All | -11.4% | -17.9% | +6.5% | -12.8% |
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