-5.6%
CNH vs FGI
-68.3%
+62.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.8% |
| 7D | +6.7% | +6.9% | -0.2% | +6.6% |
| 30D | +7.2% | +3.9% | +3.3% | +7.2% |
| 3M | +17.5% | +74.3% | -56.8% | +16.1% |
| 6M | +15.0% | +28.9% | -14.0% | +13.9% |
| YTD | +36.8% | +39.1% | -2.3% | +34.2% |
| 1Y | +27.6% | +49.3% | -21.7% | +24.7% |
| 3Y | +34.3% | +5.7% | +28.6% | +30.8% |
| All | -5.6% | -68.3% | +62.7% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling