-79.1%
FIG vs CNH
+14.0%
-93.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -3.3% |
| 7D | -16.3% | +23.3% | -39.6% | -11.2% |
| 30D | -14.3% | +33.5% | -47.8% | -7.1% |
| 3M | +7.2% | +32.7% | -25.6% | +16.6% |
| 6M | -18.6% | +22.2% | -40.8% | -10.4% |
| YTD | -35.5% | +57.7% | -93.1% | -32.2% |
| 1Y | -55.8% | +28.0% | -83.8% | -54.3% |
| All | -79.1% | +14.0% | -93.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling