-3.1%
CNH vs FGI
-70.0%
+66.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.9% |
| 7D | +8.6% | -1.4% | +9.9% | +8.6% |
| 30D | +12.6% | -3.2% | +15.8% | +12.6% |
| 3M | +17.5% | +64.1% | -46.6% | +16.2% |
| 6M | +18.1% | +17.2% | +0.9% | +17.2% |
| YTD | +40.4% | +31.6% | +8.8% | +37.8% |
| 1Y | +34.0% | +45.1% | -11.1% | +30.9% |
| 3Y | +35.3% | -2.0% | +37.3% | +32.1% |
| All | -3.1% | -70.0% | +66.9% | -1.7% |
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 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