+34.8%
CNH vs FDS
+248.9%
-214.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +4.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -7.2% | +20.2% | -27.4% | -13.6% |
| 3M | +6.5% | +19.9% | -13.3% | -1.5% |
| 6M | +7.9% | +56.2% | -48.3% | -12.6% |
| YTD | +26.6% | +14.6% | +12.0% | +15.3% |
| 1Y | +13.8% | +31.6% | -17.8% | -4.0% |
| 3Y | +9.2% | -23.8% | +33.0% | +18.8% |
| 5Y | -15.6% | -22.6% | +7.0% | -10.7% |
| 10Y | +119.2% | +139.3% | -20.1% | +16.5% |
| All | +34.8% | +248.9% | -214.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling