+5,892.0%
FIX vs CNH
+162.8%
+5,729.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | 0.0% |
| 7D | +6.0% | +23.3% | -17.3% | -4.3% |
| 30D | -7.2% | +33.5% | -40.7% | -19.9% |
| 3M | -15.9% | +32.7% | -48.6% | -27.5% |
| 6M | +12.7% | +22.2% | -9.4% | +0.7% |
| YTD | +72.8% | +57.7% | +15.1% | +35.8% |
| 1Y | +122.9% | +28.0% | +94.9% | +92.9% |
| 3Y | +774.3% | +11.5% | +762.8% | +675.7% |
| 5Y | +2,049.5% | +11.9% | +2,037.6% | +1,725.9% |
| All | +5,892.0% | +162.8% | +5,729.2% | +2,987.8% |
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 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