+1,168.7%
FTI vs CNH
+7.1%
+1,161.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.2% |
| 7D | -0.2% | +8.8% | -9.0% | -3.8% |
| 30D | +12.3% | +24.7% | -12.3% | +1.7% |
| 3M | +13.8% | +27.3% | -13.6% | +1.0% |
| 6M | +24.3% | +23.2% | +1.1% | +10.3% |
| YTD | +75.8% | +48.9% | +26.8% | +40.8% |
| 1Y | +99.6% | +19.4% | +80.2% | +77.6% |
| 3Y | +278.4% | +7.8% | +270.7% | +242.9% |
| 5Y | +1,168.7% | +8.7% | +1,160.0% | +951.4% |
| All | +1,168.7% | +7.1% | +1,161.6% | +951.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling