+104.2%
FE vs CNH
+116.5%
-12.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +5.2% | -7.2% | +12.4% | +6.3% |
| 3M | 0.0% | +6.5% | -6.6% | -1.6% |
| 6M | +5.0% | +7.9% | -2.8% | +2.8% |
| YTD | +7.9% | +26.6% | -18.7% | +2.2% |
| 1Y | +6.3% | +13.8% | -7.4% | +2.3% |
| 3Y | +46.0% | +9.2% | +36.8% | +38.1% |
| 5Y | +45.6% | -15.6% | +61.2% | +41.6% |
| All | +104.2% | +116.5% | -12.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling