+23.9%
CNH vs FTV
+17.4%
+6.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +1.8% | -1.3% | +3.1% | +2.5% |
| 30D | +32.6% | -9.5% | +42.1% | +39.6% |
| 3M | +29.4% | -10.9% | +40.3% | +37.4% |
| 6M | +26.0% | -0.6% | +26.6% | +26.6% |
| YTD | +52.2% | +1.4% | +50.8% | +47.8% |
| 1Y | +23.9% | +17.6% | +6.2% | +14.2% |
| All | +23.9% | +17.4% | +6.5% | +14.2% |
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