+124.0%
CNH vs FDS
+135.1%
-11.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +11.0% |
| 7D | +8.6% | -5.0% | +13.5% | +10.3% |
| 30D | +12.6% | +13.8% | -1.2% | +7.6% |
| 3M | +17.5% | +14.8% | +2.7% | +11.1% |
| 6M | +18.1% | +47.4% | -29.3% | -0.1% |
| YTD | +40.4% | +14.2% | +26.2% | +29.9% |
| 1Y | +34.0% | +26.6% | +7.3% | +17.4% |
| 3Y | +35.3% | -24.4% | +59.7% | +49.0% |
| 5Y | -5.1% | -22.6% | +17.6% | +1.5% |
| 10Y | +124.0% | +130.0% | -6.0% | +47.4% |
| All | +124.0% | +135.1% | -11.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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