+27.6%
CNH vs FGI
+50.2%
-22.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.9% |
| 7D | +6.7% | +6.9% | -0.2% | +6.7% |
| 30D | +7.2% | +3.9% | +3.3% | +7.2% |
| 3M | +17.5% | +74.3% | -56.8% | +17.8% |
| 6M | +15.0% | +28.9% | -14.0% | +15.6% |
| YTD | +36.8% | +39.1% | -2.3% | +37.4% |
| 1Y | +27.6% | +49.3% | -21.7% | +25.4% |
| All | +27.6% | +50.2% | -22.5% | +25.4% |
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