+948.1%
FIX vs CNH
-14.7%
+962.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +4.4% |
| 7D | -17.5% | -1.7% | -15.8% | -16.7% |
| 30D | -41.6% | -7.2% | -34.3% | -40.0% |
| 3M | -40.6% | +6.5% | -47.1% | -43.2% |
| 6M | -49.4% | +7.9% | -57.2% | -52.2% |
| YTD | +9.2% | +26.6% | -17.4% | -4.1% |
| 1Y | +6.5% | +13.8% | -7.3% | -2.3% |
| 3Y | +448.7% | +9.2% | +439.5% | +390.3% |
| All | +948.1% | -14.7% | +962.8% | +903.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling