-36.5%
FIS vs CNH
+167.8%
-204.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -2.0% |
| 7D | +1.1% | +23.3% | -22.2% | -4.7% |
| 30D | -2.2% | +33.5% | -35.7% | -10.0% |
| 3M | +2.1% | +32.7% | -30.6% | -6.4% |
| 6M | -14.7% | +22.2% | -36.8% | -20.9% |
| YTD | -35.7% | +57.7% | -93.4% | -45.2% |
| 1Y | -37.1% | +28.0% | -65.0% | -42.9% |
| 3Y | -20.0% | +11.5% | -31.5% | -26.4% |
| 5Y | -62.1% | +11.9% | -74.0% | -66.1% |
| All | -36.5% | +167.8% | -204.3% | -57.3% |
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