+160.7%
CNH vs FLR
+17.1%
+143.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.0% |
| 7D | +1.8% | -3.1% | +5.0% | +2.6% |
| 30D | +32.6% | +4.9% | +27.7% | +30.7% |
| 3M | +29.4% | +10.8% | +18.6% | +24.9% |
| 6M | +26.0% | +19.7% | +6.3% | +18.4% |
| YTD | +52.2% | +38.4% | +13.9% | +37.5% |
| 1Y | +23.9% | +34.7% | -10.8% | +11.8% |
| 3Y | +10.1% | +56.7% | -46.5% | -7.7% |
| 5Y | +13.2% | +241.6% | -228.5% | -22.7% |
| 10Y | +160.7% | +20.2% | +140.5% | +102.2% |
| All | +160.7% | +17.1% | +143.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling