+48.7%
CNH vs FND
+57.9%
-9.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +3.0% | -6.8% | +9.9% | +5.5% |
| 30D | -0.6% | +8.0% | -8.6% | -3.3% |
| 3M | +14.6% | -18.9% | +33.6% | +21.4% |
| 6M | +11.8% | +4.7% | +7.1% | +8.2% |
| YTD | +30.4% | -21.6% | +52.0% | +37.0% |
| 1Y | +19.1% | -22.0% | +41.1% | +25.0% |
| 3Y | +30.2% | -40.4% | +70.6% | +44.9% |
| 5Y | -17.8% | -63.8% | +46.0% | +0.3% |
| All | +48.7% | +57.9% | -9.1% | +19.3% |
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