+362.6%
FITB vs CNH
+46.6%
+316.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -2.9% |
| 7D | -1.1% | +8.6% | -9.7% | -5.3% |
| 30D | +7.3% | +12.6% | -5.2% | +0.7% |
| 3M | -4.0% | +17.5% | -21.5% | -13.4% |
| 6M | +11.9% | +18.1% | -6.2% | -0.7% |
| YTD | +19.0% | +40.4% | -21.4% | -4.8% |
| 1Y | +31.0% | +34.0% | -3.0% | +7.2% |
| 3Y | +143.8% | +35.3% | +108.5% | +89.3% |
| 5Y | +48.9% | -5.1% | +54.0% | +35.4% |
| 10Y | +236.6% | +124.0% | +112.6% | +88.6% |
| All | +362.6% | +46.6% | +316.0% | +173.9% |
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