+545.7%
FICO vs CNH
+107.8%
+437.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.3% | +2.2% |
| 7D | +0.9% | +4.5% | -3.7% | -0.7% |
| 30D | +9.4% | +7.6% | +1.8% | +6.9% |
| 3M | -30.4% | +17.0% | -47.4% | -34.3% |
| 6M | -35.1% | +12.9% | -48.1% | -38.7% |
| YTD | -56.8% | +34.3% | -91.0% | -62.0% |
| 1Y | -58.4% | +28.5% | -86.9% | -62.9% |
| 3Y | -26.7% | +31.9% | -58.5% | -38.2% |
| 5Y | +88.0% | -9.6% | +97.6% | +75.5% |
| 10Y | +545.7% | +106.3% | +439.4% | +295.8% |
| All | +545.7% | +107.8% | +437.9% | +295.8% |
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 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