-38.6%
FICO vs CNH
+29.2%
-67.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.0% | -20.7% | -16.7% |
| 7D | -19.2% | +23.3% | -42.5% | -19.8% |
| 30D | -14.6% | +33.5% | -48.0% | -15.7% |
| 3M | -20.1% | +32.7% | -52.8% | -21.1% |
| 6M | -36.3% | +22.2% | -58.5% | -35.5% |
| YTD | -44.9% | +57.7% | -102.5% | -49.5% |
| 1Y | -38.6% | +28.0% | -66.6% | -28.8% |
| All | -38.6% | +29.2% | -67.9% | -28.8% |
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