+12.5%
FN vs CNH
+29.2%
-16.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.5% |
| 7D | -1.7% | +23.3% | -25.0% | -10.2% |
| 30D | -22.0% | +33.5% | -55.4% | -31.5% |
| 3M | -43.0% | +32.7% | -75.7% | -49.9% |
| 6M | -27.7% | +22.2% | -49.9% | -36.6% |
| YTD | -10.5% | +57.7% | -68.2% | -27.2% |
| 1Y | +12.5% | +28.0% | -15.5% | +0.4% |
| All | +12.5% | +29.2% | -16.7% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling