-83.7%
FIG vs CNH
-8.5%
-75.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +2.5% |
| 7D | -13.1% | -1.7% | -11.4% | -13.5% |
| 30D | -13.0% | -7.2% | -5.8% | -14.5% |
| 3M | -21.5% | +6.5% | -28.1% | -19.4% |
| 6M | -2.5% | +7.9% | -10.4% | +2.4% |
| YTD | -49.7% | +26.6% | -76.3% | -49.8% |
| 1Y | -59.1% | +13.8% | -72.8% | -58.8% |
| All | -83.7% | -8.5% | -75.3% | -84.7% |
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