+121.9%
FE vs CNH
+64.7%
+57.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.2% |
| 7D | +1.9% | +23.3% | -21.3% | -1.3% |
| 30D | -1.2% | +33.5% | -34.6% | -5.6% |
| 3M | +3.5% | +32.7% | -29.2% | -1.4% |
| 6M | -6.1% | +22.2% | -28.2% | -9.7% |
| YTD | +7.6% | +57.7% | -50.1% | -1.0% |
| 1Y | +11.9% | +28.0% | -16.1% | +6.3% |
| 3Y | +48.4% | +11.5% | +36.9% | +41.6% |
| 5Y | +44.8% | +11.9% | +32.9% | +35.1% |
| 10Y | +115.9% | +162.8% | -46.9% | +61.8% |
| All | +121.9% | +64.7% | +57.2% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling