-56.6%
FIG vs CNH
+20.6%
-77.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.6% | -0.1% | -7.1% |
| 7D | -16.4% | +8.8% | -25.2% | -14.1% |
| 30D | -2.3% | +24.7% | -27.0% | +4.1% |
| 3M | +7.8% | +27.3% | -19.5% | +16.1% |
| 6M | -21.8% | +23.2% | -45.0% | -15.0% |
| YTD | -39.1% | +48.9% | -88.1% | -39.1% |
| 1Y | -56.6% | +19.4% | -76.0% | -47.1% |
| All | -56.6% | +20.6% | -77.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling