+146.6%
CNH vs FTV
+126.9%
+19.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.1% |
| 7D | +4.5% | +1.4% | +3.1% | +3.5% |
| 30D | +7.6% | +18.3% | -10.6% | -5.2% |
| 3M | +17.0% | +9.8% | +7.2% | +8.7% |
| 6M | +12.9% | +12.3% | +0.6% | +3.2% |
| YTD | +34.3% | +23.1% | +11.2% | +12.9% |
| 1Y | +28.5% | +32.5% | -4.0% | +2.0% |
| 3Y | +31.9% | +38.3% | -6.5% | -0.5% |
| 5Y | -9.6% | +16.8% | -26.5% | -23.6% |
| 10Y | +106.3% | +106.6% | -0.3% | +21.7% |
| All | +146.6% | +126.9% | +19.6% | +38.2% |
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 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