-83.2%
FIG vs CNH
+1.5%
-84.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.8% | +4.8% |
| 7D | -12.6% | +8.6% | -21.2% | -11.7% |
| 30D | -13.8% | +12.6% | -26.3% | -12.1% |
| 3M | -16.7% | +17.5% | -34.2% | -13.1% |
| 6M | -6.1% | +18.1% | -24.2% | +0.1% |
| YTD | -48.1% | +40.4% | -88.5% | -47.4% |
| 1Y | -56.2% | +34.0% | -90.2% | -55.1% |
| All | -83.2% | +1.5% | -84.7% | -84.0% |
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