+13.1%
CNH vs FDS
-17.4%
+30.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.6% | +4.7% |
| 7D | +23.3% | -1.9% | +25.2% | +23.6% |
| 30D | +33.5% | +9.0% | +24.4% | +31.2% |
| 3M | +32.7% | +18.9% | +13.9% | +28.2% |
| 6M | +22.2% | +35.1% | -13.0% | +13.3% |
| YTD | +57.7% | +5.5% | +52.2% | +58.3% |
| 1Y | +28.0% | -16.8% | +44.8% | +40.7% |
| 3Y | +11.5% | -28.1% | +39.6% | +28.8% |
| All | +13.1% | -17.4% | +30.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling