-24.1%
FICO vs CNH
+7.0%
-31.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | +3.3% | -7.2% | +10.6% | +4.0% |
| 3M | -31.7% | +6.5% | -38.3% | -32.4% |
| 6M | -34.0% | +7.9% | -41.8% | -34.8% |
| YTD | -58.3% | +26.6% | -84.9% | -60.1% |
| 1Y | -57.9% | +13.8% | -71.7% | -59.1% |
| 3Y | -24.1% | +9.2% | -33.3% | -25.8% |
| All | -24.1% | +7.0% | -31.1% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling