-25.7%
FN vs CHD
+30.9%
-56.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -3.8% |
| 7D | -7.0% | +6.9% | -13.9% | -1.6% |
| 30D | -24.7% | +17.1% | -41.8% | -15.0% |
| 3M | -35.7% | +9.1% | -44.8% | -30.2% |
| 6M | -52.4% | +21.4% | -73.8% | -44.7% |
| YTD | -25.0% | +34.9% | -59.8% | -1.1% |
| 1Y | -25.7% | +31.0% | -56.7% | -4.2% |
| All | -25.7% | +30.9% | -56.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling