+10.3%
CNH vs FGI
-4.4%
+14.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.5% | +4.1% |
| 7D | +23.3% | +0.5% | +22.7% | +23.3% |
| 30D | +33.5% | +65.4% | -31.9% | +33.4% |
| 3M | +32.7% | +23.5% | +9.2% | +32.8% |
| 6M | +22.2% | +60.5% | -38.4% | +21.9% |
| YTD | +57.7% | +30.0% | +27.7% | +57.5% |
| 1Y | +28.0% | +82.1% | -54.1% | +27.7% |
| All | +10.3% | -4.4% | +14.7% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling