-58.5%
FICO vs CNH
+16.6%
-75.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +2.0% |
| 30D | +0.1% | -0.6% | +0.7% | -0.1% |
| 3M | -35.2% | +14.6% | -49.8% | -35.4% |
| 6M | -32.4% | +11.8% | -44.1% | -32.6% |
| YTD | -57.4% | +30.4% | -87.8% | -60.1% |
| 1Y | -58.5% | +19.1% | -77.6% | -59.6% |
| All | -58.5% | +16.6% | -75.2% | -59.6% |
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