+86.1%
FICO vs CNH
-17.9%
+104.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +1.7% | -15.2% | +16.9% | +4.7% |
| 3M | -35.2% | +4.3% | -39.5% | -36.1% |
| 6M | -33.7% | +10.1% | -43.7% | -35.7% |
| YTD | -58.2% | +23.2% | -81.4% | -60.9% |
| 1Y | -56.6% | +8.5% | -65.1% | -58.3% |
| 3Y | -24.0% | +4.1% | -28.0% | -28.4% |
| 5Y | +86.1% | -17.8% | +103.9% | +84.1% |
| All | +86.1% | -17.9% | +104.0% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling