+9.2%
CNH vs FDS
-23.2%
+32.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +2.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -7.2% | +20.2% | -27.4% | -8.1% |
| 3M | +6.5% | +19.9% | -13.3% | +5.5% |
| 6M | +7.9% | +56.2% | -48.3% | +4.4% |
| YTD | +26.6% | +14.6% | +12.0% | +31.0% |
| 1Y | +13.8% | +31.6% | -17.8% | +12.7% |
| 3Y | +9.2% | -23.8% | +33.0% | +33.3% |
| All | +9.2% | -23.2% | +32.4% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling