+420.4%
FIX vs CNH
+4.2%
+416.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.9% | -7.7% | -10.1% |
| 7D | -27.2% | -0.4% | -26.9% | -27.1% |
| 30D | -46.9% | -15.2% | -31.7% | -43.7% |
| 3M | -44.4% | +4.3% | -48.7% | -46.4% |
| 6M | -50.9% | +10.1% | -61.0% | -54.0% |
| YTD | +3.5% | +23.2% | -19.7% | -7.5% |
| 1Y | -2.1% | +8.5% | -10.6% | -8.1% |
| All | +420.4% | +4.2% | +416.2% | +363.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling