+53.9%
F vs CNH
+11.5%
+42.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.6% | -0.4% |
| 7D | +5.3% | +23.3% | -18.0% | -4.5% |
| 30D | +4.6% | +33.5% | -28.9% | -9.0% |
| 3M | -3.7% | +32.7% | -36.4% | -16.5% |
| 6M | +16.8% | +22.2% | -5.4% | +4.2% |
| YTD | +15.3% | +57.7% | -42.4% | -10.0% |
| 1Y | +31.0% | +28.0% | +3.0% | +13.1% |
| 3Y | +45.4% | +11.5% | +33.9% | +30.8% |
| All | +53.9% | +11.5% | +42.5% | +28.9% |
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