+363.1%
FITB vs CNH
+64.7%
+298.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.2% |
| 7D | +0.6% | +23.3% | -22.7% | -9.8% |
| 30D | -4.7% | +33.5% | -38.2% | -18.4% |
| 3M | +6.7% | +32.7% | -26.0% | -9.3% |
| 6M | +12.6% | +22.2% | -9.6% | -1.2% |
| YTD | +19.1% | +57.7% | -38.6% | -9.0% |
| 1Y | +22.6% | +28.0% | -5.3% | +3.8% |
| 3Y | +127.1% | +11.5% | +115.6% | +98.5% |
| 5Y | +71.8% | +11.9% | +60.0% | +45.2% |
| 10Y | +287.2% | +162.8% | +124.4% | +104.0% |
| All | +363.1% | +64.7% | +298.4% | +161.8% |
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