+8.8%
CNH vs FGI
-70.4%
+79.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.5% | +4.0% |
| 7D | +23.3% | +0.5% | +22.7% | +23.3% |
| 30D | +33.5% | +65.4% | -31.9% | +31.9% |
| 3M | +32.7% | +23.5% | +9.2% | +31.7% |
| 6M | +22.2% | +60.5% | -38.4% | +19.5% |
| YTD | +57.7% | +30.0% | +27.7% | +54.8% |
| 1Y | +28.0% | +82.1% | -54.1% | +23.0% |
| 3Y | +11.5% | -4.4% | +15.9% | +8.9% |
| All | +8.8% | -70.4% | +79.2% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling