-39.8%
FN vs CNH
+10.4%
-50.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.9% | -10.3% | -13.1% |
| 7D | -16.0% | -0.4% | -15.6% | -15.8% |
| 30D | -40.1% | -15.2% | -24.9% | -36.9% |
| 3M | -43.9% | +4.3% | -48.2% | -46.7% |
| 6M | -55.6% | +10.1% | -65.7% | -59.2% |
| YTD | -35.7% | +23.2% | -58.8% | -42.9% |
| 1Y | -39.8% | +8.5% | -48.3% | -44.4% |
| All | -39.8% | +10.4% | -50.2% | -44.4% |
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