+184.3%
FTI vs CNH
+113.9%
+70.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.2% |
| 7D | +1.4% | +6.7% | -5.3% | -2.9% |
| 30D | -6.3% | +7.2% | -13.5% | -10.9% |
| 3M | -13.1% | +17.5% | -30.6% | -23.5% |
| 6M | -8.0% | +15.0% | -22.9% | -20.1% |
| YTD | +47.1% | +36.8% | +10.3% | +10.6% |
| 1Y | +50.7% | +27.6% | +23.0% | +17.9% |
| 3Y | +209.0% | +34.3% | +174.6% | +114.9% |
| 5Y | +847.0% | -12.2% | +859.2% | +755.4% |
| 10Y | +184.3% | +113.9% | +70.4% | +45.7% |
| All | +184.3% | +113.9% | +70.4% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling