+28.0%
CNH vs FTV
+21.5%
+6.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +23.3% | -4.6% | +27.9% | +26.1% |
| 30D | +33.5% | -7.2% | +40.6% | +38.6% |
| 3M | +32.7% | -7.3% | +40.0% | +38.2% |
| 6M | +22.2% | -1.6% | +23.8% | +22.9% |
| YTD | +57.7% | +3.3% | +54.3% | +51.6% |
| 1Y | +28.0% | +20.2% | +7.8% | +16.4% |
| All | +28.0% | +21.5% | +6.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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