-56.4%
FICO vs CNH
+15.2%
-71.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +0.4% | +6.5% | -6.0% | +0.2% |
| 30D | +1.7% | -12.0% | +13.6% | +1.5% |
| 3M | -33.0% | +4.4% | -37.4% | -33.1% |
| 6M | -33.9% | +15.7% | -49.6% | -33.8% |
| YTD | -58.5% | +28.2% | -86.8% | -59.3% |
| 1Y | -56.4% | +14.8% | -71.1% | -56.5% |
| All | -56.4% | +15.2% | -71.6% | -56.5% |
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 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