+184.1%
FTI vs CNH
+106.0%
+78.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +4.3% | +3.0% | +1.3% | +1.8% |
| 30D | -4.7% | -0.6% | -4.1% | -5.3% |
| 3M | -13.5% | +14.6% | -28.2% | -22.8% |
| 6M | -8.7% | +11.8% | -20.5% | -19.5% |
| YTD | +49.0% | +30.4% | +18.6% | +15.2% |
| 1Y | +54.0% | +19.1% | +35.0% | +26.0% |
| 3Y | +211.6% | +30.2% | +181.4% | +120.1% |
| 5Y | +881.9% | -17.8% | +899.7% | +825.3% |
| All | +184.1% | +106.0% | +78.1% | +48.7% |
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