-52.4%
FN vs CNH
+11.5%
-63.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -7.0% | +6.5% | -13.4% | -8.2% |
| 30D | -24.7% | -12.0% | -12.8% | -22.1% |
| 3M | -35.7% | +4.4% | -40.0% | -38.9% |
| 6M | -52.4% | +15.7% | -68.1% | -57.9% |
| All | -52.4% | +11.5% | -63.9% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling