+3,653.2%
FIX vs CNH
+116.5%
+3,536.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +4.2% |
| 7D | -17.5% | -1.7% | -15.8% | -16.6% |
| 30D | -41.6% | -7.2% | -34.3% | -39.8% |
| 3M | -40.6% | +6.5% | -47.1% | -43.6% |
| 6M | -49.4% | +7.9% | -57.2% | -52.6% |
| YTD | +9.2% | +26.6% | -17.4% | -5.9% |
| 1Y | +6.5% | +13.8% | -7.3% | -3.7% |
| 3Y | +448.7% | +9.2% | +439.5% | +383.9% |
| 5Y | +948.7% | -15.6% | +964.3% | +911.0% |
| All | +3,653.2% | +116.5% | +3,536.7% | +1,932.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling