-55.3%
FIS vs CNH
+134.0%
-189.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -4.3% |
| 7D | -29.4% | +8.6% | -38.0% | -31.1% |
| 30D | -16.7% | +12.6% | -29.3% | -19.6% |
| 3M | -33.0% | +17.5% | -50.5% | -36.5% |
| 6M | -33.3% | +18.1% | -51.4% | -37.6% |
| YTD | -56.0% | +40.4% | -96.4% | -61.5% |
| 1Y | -54.6% | +34.0% | -88.6% | -59.8% |
| 3Y | -40.6% | +35.3% | -75.9% | -49.3% |
| 5Y | -71.9% | -5.1% | -66.8% | -73.8% |
| 10Y | -55.3% | +124.0% | -179.4% | -68.6% |
| All | -55.3% | +134.0% | -189.3% | -68.6% |
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