+14.4%
FIX vs CNH
+15.2%
-0.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.2% | -14.9% | -15.0% |
| 7D | -18.9% | +6.5% | -25.4% | -20.6% |
| 30D | -36.3% | -12.0% | -24.3% | -33.6% |
| 3M | -38.5% | +4.4% | -42.9% | -40.7% |
| 6M | -42.3% | +15.7% | -58.0% | -47.3% |
| YTD | +17.1% | +28.2% | -11.1% | +5.3% |
| 1Y | +14.4% | +14.8% | -0.4% | +6.8% |
| All | +14.4% | +15.2% | -0.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling