-15.0%
CNH vs FGI
-70.3%
+55.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -0.4% | -11.6% | +11.2% | -0.3% |
| 30D | -15.2% | -3.3% | -11.9% | -15.2% |
| 3M | +4.3% | +65.6% | -61.3% | +3.0% |
| 6M | +10.1% | -2.8% | +12.8% | +9.6% |
| YTD | +23.2% | +30.1% | -6.9% | +20.9% |
| 1Y | +8.5% | +50.2% | -41.7% | +5.9% |
| 3Y | +4.1% | -0.4% | +4.5% | +1.3% |
| All | -15.0% | -70.3% | +55.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling