-20.9%
FN vs CNH
+21.1%
-42.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -2.5% |
| 7D | +20.8% | +6.4% | +14.4% | +18.7% |
| 30D | -17.3% | -1.6% | -15.7% | -16.6% |
| 3M | -38.1% | +11.6% | -49.7% | -42.6% |
| 6M | -44.2% | +12.5% | -56.8% | -48.8% |
| YTD | -22.3% | +31.1% | -53.4% | -32.9% |
| 1Y | -20.9% | +17.0% | -37.9% | -27.8% |
| All | -20.9% | +21.1% | -42.0% | -27.8% |
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