+84.4%
FICO vs CNH
-17.7%
+102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.5% |
| 30D | +0.1% | -0.6% | +0.7% | 0.0% |
| 3M | -35.2% | +14.6% | -49.8% | -37.3% |
| 6M | -32.4% | +11.8% | -44.1% | -34.7% |
| YTD | -57.4% | +30.4% | -87.8% | -60.8% |
| 1Y | -58.5% | +19.1% | -77.6% | -61.0% |
| 3Y | -28.9% | +30.2% | -59.0% | -37.1% |
| All | +84.4% | -17.7% | +102.0% | +84.2% |
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