+73.6%
CNH vs FND
+57.3%
+16.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +32.6% | -19.6% | +52.2% | +41.5% |
| 3M | +29.4% | -4.3% | +33.8% | +29.9% |
| 6M | +26.0% | -20.4% | +46.4% | +33.1% |
| YTD | +52.2% | -21.9% | +74.1% | +60.8% |
| 1Y | +23.9% | -45.2% | +69.1% | +45.4% |
| 3Y | +10.1% | -49.2% | +59.4% | +28.6% |
| 5Y | +13.2% | -61.8% | +75.0% | +36.1% |
| All | +73.6% | +57.3% | +16.3% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling