+189.6%
CNH vs FTV
+90.8%
+98.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.8% |
| 7D | +23.3% | -4.5% | +27.8% | +27.2% |
| 30D | +33.5% | -7.1% | +40.5% | +40.6% |
| 3M | +32.7% | -7.2% | +39.9% | +39.8% |
| 6M | +22.2% | -1.5% | +23.7% | +22.9% |
| YTD | +57.7% | +3.5% | +54.2% | +51.1% |
| 1Y | +28.0% | +20.3% | +7.6% | +8.7% |
| 3Y | +11.5% | -3.1% | +14.7% | +10.2% |
| 5Y | +11.9% | +2.3% | +9.5% | +4.2% |
| 10Y | +162.8% | +76.3% | +86.5% | +74.5% |
| All | +189.6% | +90.8% | +98.8% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling