-83.2%
FIG vs CNH
-5.7%
-77.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.7% |
| 7D | +3.4% | +3.0% | +0.4% | +4.0% |
| 30D | -9.5% | -0.6% | -8.9% | -9.8% |
| 3M | -26.2% | +14.6% | -40.8% | -23.1% |
| 6M | +2.7% | +11.8% | -9.1% | +8.5% |
| YTD | -48.0% | +30.4% | -78.4% | -47.8% |
| 1Y | -52.0% | +19.1% | -71.1% | -51.4% |
| All | -83.2% | -5.7% | -77.5% | -84.1% |
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 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