+123.4%
FE vs CNH
+106.0%
+17.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.6% |
| 30D | +4.5% | -0.6% | +5.1% | +4.4% |
| 3M | +1.3% | +14.6% | -13.3% | -1.5% |
| 6M | +8.7% | +11.8% | -3.1% | +5.6% |
| YTD | +9.2% | +30.4% | -21.2% | +2.7% |
| 1Y | +7.0% | +19.1% | -12.1% | +2.1% |
| 3Y | +51.4% | +30.2% | +21.2% | +38.2% |
| 5Y | +47.7% | -17.8% | +65.5% | +44.5% |
| All | +123.4% | +106.0% | +17.4% | +84.2% |
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