+1,184.1%
FICO vs CNH
+28.6%
+1,155.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +1.7% | -15.2% | +16.9% | +6.5% |
| 3M | -35.2% | +4.3% | -39.5% | -36.6% |
| 6M | -33.7% | +10.1% | -43.7% | -36.7% |
| YTD | -58.2% | +23.2% | -81.4% | -62.0% |
| 1Y | -56.6% | +8.5% | -65.1% | -59.1% |
| 3Y | -24.0% | +4.1% | -28.0% | -30.1% |
| 5Y | +86.1% | -17.8% | +103.9% | +79.7% |
| 10Y | +522.8% | +113.3% | +409.5% | +304.2% |
| All | +1,184.1% | +28.6% | +1,155.5% | +782.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling