+8.7%
CNH vs FND
-61.9%
+70.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.6% | -1.0% | -4.1% |
| 7D | +8.8% | +0.4% | +8.4% | +8.7% |
| 30D | +24.7% | -23.6% | +48.2% | +35.2% |
| 3M | +27.3% | +4.3% | +23.0% | +24.1% |
| 6M | +23.2% | -20.3% | +43.4% | +30.0% |
| YTD | +48.9% | -21.3% | +70.2% | +56.9% |
| 1Y | +19.4% | -45.4% | +64.8% | +40.4% |
| 3Y | +7.8% | -48.9% | +56.6% | +25.7% |
| 5Y | +8.7% | -61.0% | +69.8% | +32.5% |
| All | +8.7% | -61.9% | +70.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling