-21.3%
FIS vs CNH
+32.2%
-53.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.0% |
| 7D | -25.5% | -1.7% | -23.8% | -25.2% |
| 30D | -15.1% | -7.2% | -7.8% | -13.5% |
| 3M | -32.1% | +6.5% | -38.7% | -33.7% |
| 6M | -36.1% | +7.9% | -43.9% | -38.4% |
| YTD | -55.4% | +26.6% | -82.0% | -59.5% |
| 1Y | -53.9% | +13.8% | -67.6% | -56.9% |
| 3Y | -39.8% | +9.2% | -48.9% | -44.6% |
| 5Y | -71.1% | -15.6% | -55.5% | -71.9% |
| 10Y | -53.8% | +119.2% | -173.0% | -67.1% |
| All | -21.3% | +32.2% | -53.5% | -41.4% |
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