+79.8%
CNH vs FND
+66.0%
+13.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +23.3% | -5.2% | +28.5% | +25.1% |
| 30D | +33.5% | -19.9% | +53.3% | +42.4% |
| 3M | +32.7% | +2.7% | +30.0% | +30.1% |
| 6M | +22.2% | -21.7% | +43.9% | +29.7% |
| YTD | +57.7% | -17.5% | +75.2% | +63.8% |
| 1Y | +28.0% | -39.3% | +67.3% | +45.4% |
| 3Y | +11.5% | -49.8% | +61.3% | +30.5% |
| 5Y | +11.9% | -60.1% | +71.9% | +32.7% |
| All | +79.8% | +66.0% | +13.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling