+23.9%
CNH vs FND
-45.4%
+69.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +40.8% |
| 3M | +29.4% | -4.3% | +33.8% | +29.5% |
| 6M | +26.0% | -20.4% | +46.4% | +31.4% |
| YTD | +52.2% | -21.9% | +74.1% | +57.9% |
| 1Y | +23.9% | -45.2% | +69.1% | +35.2% |
| All | +23.9% | -45.4% | +69.2% | +35.2% |
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