-80.9%
FIG vs CNH
+10.1%
-91.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -2.7% |
| 7D | -14.5% | +1.8% | -16.3% | -13.9% |
| 30D | -13.3% | +32.6% | -45.9% | -6.3% |
| 3M | +7.4% | +29.4% | -22.0% | +16.1% |
| 6M | -27.8% | +26.0% | -53.8% | -21.3% |
| YTD | -41.1% | +52.2% | -93.3% | -38.7% |
| 1Y | -58.7% | +23.9% | -82.6% | -57.6% |
| All | -80.9% | +10.1% | -91.0% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling