-12.2%
CNH vs FLR
+127.2%
-139.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.7% | +6.3% | +0.3% | +4.7% |
| 30D | +7.2% | +1.8% | +5.4% | +6.4% |
| 3M | +17.5% | -4.4% | +21.9% | +18.6% |
| 6M | +15.0% | +15.9% | -0.9% | +7.5% |
| YTD | +36.8% | +27.7% | +9.0% | +22.0% |
| 1Y | +27.6% | +11.6% | +16.0% | +19.1% |
| 3Y | +34.3% | +39.9% | -5.5% | +5.1% |
| 5Y | -12.2% | +127.5% | -139.7% | -44.9% |
| All | -12.2% | +127.2% | -139.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling