+149.5%
CNH vs FDS
+77.6%
+72.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -4.1% |
| 7D | +8.8% | -5.4% | +14.2% | +10.9% |
| 30D | +24.7% | +1.6% | +23.1% | +23.6% |
| 3M | +27.3% | +17.7% | +9.6% | +18.8% |
| 6M | +23.2% | +29.1% | -5.9% | +8.3% |
| YTD | +48.9% | +1.0% | +48.0% | +44.4% |
| 1Y | +19.4% | -21.6% | +41.0% | +29.1% |
| 3Y | +7.8% | -30.1% | +37.9% | +21.5% |
| 5Y | +8.7% | -20.7% | +29.5% | +12.5% |
| 10Y | +149.5% | +78.3% | +71.2% | +66.4% |
| All | +149.5% | +77.6% | +72.0% | +66.4% |
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