+14.8%
CNH vs FGI
+38.7%
-23.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.2% |
| 7D | +6.5% | +3.3% | +3.1% | +6.5% |
| 30D | -12.0% | -2.0% | -9.9% | -12.0% |
| 3M | +4.4% | +60.3% | -55.9% | +4.8% |
| 6M | +15.7% | +0.7% | +14.9% | +16.7% |
| YTD | +28.2% | +30.2% | -1.9% | +28.9% |
| 1Y | +14.8% | +44.4% | -29.6% | +15.3% |
| All | +14.8% | +38.7% | -23.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling