+46.0%
FE vs CNH
+7.0%
+39.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | 0.0% | -1.7% | +1.7% | 0.0% |
| 30D | +5.2% | -7.2% | +12.4% | +5.4% |
| 3M | 0.0% | +6.5% | -6.6% | -0.4% |
| 6M | +5.0% | +7.9% | -2.8% | +4.5% |
| YTD | +7.9% | +26.6% | -18.7% | +6.4% |
| 1Y | +6.3% | +13.8% | -7.4% | +5.4% |
| 3Y | +46.0% | +9.2% | +36.8% | +43.3% |
| All | +46.0% | +7.0% | +39.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling