-38.8%
FIS vs CNH
+29.5%
-68.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +2.8% | +3.0% | -0.2% | +2.4% |
| 30D | -16.7% | -0.6% | -16.1% | -16.7% |
| 3M | -32.3% | +14.6% | -46.9% | -33.7% |
| 6M | -29.1% | +11.8% | -40.8% | -30.6% |
| YTD | -54.1% | +30.4% | -84.6% | -57.3% |
| 1Y | -53.7% | +19.1% | -72.8% | -56.0% |
| 3Y | -38.8% | +30.2% | -69.0% | -47.3% |
| All | -38.8% | +29.5% | -68.4% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling