+111.5%
FTI vs CNH
+64.7%
+46.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.6% |
| 7D | +5.3% | +23.3% | -18.0% | -6.8% |
| 30D | +15.3% | +33.5% | -18.1% | -3.2% |
| 3M | +15.8% | +32.7% | -17.0% | -4.0% |
| 6M | +22.6% | +22.2% | +0.4% | +4.3% |
| YTD | +79.5% | +57.7% | +21.9% | +29.9% |
| 1Y | +102.0% | +28.0% | +74.0% | +64.1% |
| 3Y | +315.8% | +11.5% | +304.3% | +248.0% |
| 5Y | +1,129.5% | +11.9% | +1,117.6% | +891.6% |
| 10Y | +320.9% | +162.8% | +158.2% | +106.3% |
| All | +111.5% | +64.7% | +46.8% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling