+43.7%
RF vs CNH
-17.9%
+61.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.6% |
| 7D | -1.6% | -0.4% | -1.3% | -1.6% |
| 30D | +5.0% | -15.2% | +20.3% | +11.7% |
| 3M | -10.0% | +4.3% | -14.2% | -13.1% |
| 6M | +3.3% | +10.1% | -6.7% | -3.8% |
| YTD | +7.9% | +23.2% | -15.3% | -6.0% |
| 1Y | +21.2% | +8.5% | +12.8% | +11.7% |
| 3Y | +105.8% | +4.1% | +101.7% | +86.1% |
| 5Y | +43.7% | -17.8% | +61.6% | +38.8% |
| All | +43.7% | -17.9% | +61.6% | +38.8% |
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