+102.2%
FE vs CNH
+116.5%
-14.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.8% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | +4.1% | -7.2% | +11.4% | +5.2% |
| 3M | -1.0% | +6.5% | -7.6% | -2.6% |
| 6M | +4.0% | +7.9% | -3.9% | +1.7% |
| YTD | +6.8% | +26.6% | -19.8% | +1.1% |
| 1Y | +5.3% | +13.8% | -8.5% | +1.3% |
| 3Y | +44.6% | +9.2% | +35.4% | +36.7% |
| 5Y | +44.2% | -15.6% | +59.8% | +40.2% |
| All | +102.2% | +116.5% | -14.3% | +79.7% |
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