+538.9%
FICO vs CNH
+107.0%
+431.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.4% |
| 7D | +1.4% | +6.4% | -5.0% | -0.6% |
| 30D | -0.8% | -1.6% | +0.9% | -0.6% |
| 3M | -31.3% | +11.6% | -42.9% | -34.3% |
| 6M | -33.9% | +12.5% | -46.5% | -37.6% |
| YTD | -57.6% | +31.1% | -88.6% | -62.4% |
| 1Y | -59.7% | +17.0% | -76.6% | -62.9% |
| 3Y | -28.0% | +28.7% | -56.8% | -38.9% |
| 5Y | +91.0% | -17.4% | +108.4% | +84.5% |
| All | +538.9% | +107.0% | +431.9% | +292.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling