+96.9%
FTI vs CNH
+22.6%
+74.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.6% |
| 7D | -2.3% | +1.8% | -4.2% | -2.4% |
| 30D | +5.0% | +32.6% | -27.6% | +3.6% |
| 3M | +13.8% | +29.4% | -15.6% | +12.3% |
| 6M | +22.9% | +26.0% | -3.1% | +21.4% |
| YTD | +75.0% | +52.2% | +22.8% | +68.2% |
| 1Y | +96.9% | +23.9% | +73.0% | +87.0% |
| All | +96.9% | +22.6% | +74.3% | +87.0% |
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