+211.7%
FTI vs CNH
+32.9%
+178.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -1.9% |
| 7D | -4.3% | +8.6% | -12.9% | -6.3% |
| 30D | -8.0% | +12.6% | -20.6% | -10.9% |
| 3M | -8.0% | +17.5% | -25.6% | -12.5% |
| 6M | -8.7% | +18.1% | -26.8% | -13.9% |
| YTD | +43.9% | +40.4% | +3.5% | +25.6% |
| 1Y | +49.8% | +34.0% | +15.8% | +32.6% |
| 3Y | +211.7% | +35.3% | +176.4% | +169.5% |
| All | +211.7% | +32.9% | +178.8% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling