+28.0%
CNH vs FND
-36.4%
+64.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +23.3% | -5.2% | +28.5% | +24.9% |
| 30D | +33.5% | -19.9% | +53.3% | +41.8% |
| 3M | +32.7% | +2.7% | +30.0% | +29.9% |
| 6M | +22.2% | -21.7% | +43.9% | +27.6% |
| YTD | +57.7% | -17.5% | +75.2% | +61.0% |
| 1Y | +28.0% | -39.3% | +67.3% | +37.2% |
| All | +28.0% | -36.4% | +64.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling