+7.8%
CNH vs FLR
+60.4%
-52.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | +8.8% | +0.7% | +8.1% | +8.6% |
| 30D | +24.7% | -0.7% | +25.3% | +24.6% |
| 3M | +27.3% | +14.3% | +13.0% | +21.3% |
| 6M | +23.2% | +25.6% | -2.4% | +13.0% |
| YTD | +48.9% | +42.9% | +6.1% | +31.1% |
| 1Y | +19.4% | +38.7% | -19.3% | +4.8% |
| 3Y | +7.8% | +61.8% | -54.0% | -19.5% |
| All | +7.8% | +60.4% | -52.6% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling