-52.9%
FPS vs CNH
-13.4%
-39.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +7.5% |
| 7D | -24.5% | -1.7% | -22.8% | -25.8% |
| 30D | -52.1% | -7.2% | -44.9% | -54.4% |
| All | -52.9% | -13.4% | -39.5% | -57.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling