+3,644.4%
FIX vs CNH
+107.8%
+3,536.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.4% |
| 7D | -13.9% | +4.5% | -18.5% | -15.5% |
| 30D | -35.5% | +7.6% | -43.2% | -37.9% |
| 3M | -33.9% | +17.0% | -50.9% | -39.9% |
| 6M | -43.3% | +12.9% | -56.2% | -48.0% |
| YTD | +18.7% | +34.3% | -15.6% | -0.5% |
| 1Y | +13.8% | +28.5% | -14.8% | -2.7% |
| 3Y | +495.0% | +31.9% | +463.1% | +381.0% |
| 5Y | +1,049.0% | -9.6% | +1,058.7% | +972.9% |
| 10Y | +3,644.4% | +106.3% | +3,538.1% | +2,116.6% |
| All | +3,644.4% | +107.8% | +3,536.6% | +2,116.6% |
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