+777.0%
FIX vs CNH
+9.6%
+767.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.3% |
| 7D | +6.0% | +23.3% | -17.3% | -2.7% |
| 30D | -7.2% | +33.5% | -40.7% | -17.9% |
| 3M | -15.9% | +32.7% | -48.6% | -25.6% |
| 6M | +12.7% | +22.2% | -9.4% | +2.5% |
| YTD | +72.8% | +57.7% | +15.1% | +41.7% |
| 1Y | +122.9% | +28.0% | +94.9% | +98.2% |
| All | +777.0% | +9.6% | +767.4% | +690.9% |
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