+894.6%
FIX vs CNH
-17.9%
+912.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.9% | -7.7% | -10.0% |
| 7D | -27.2% | -0.4% | -26.9% | -27.1% |
| 30D | -46.9% | -15.2% | -31.7% | -43.5% |
| 3M | -44.4% | +4.3% | -48.7% | -46.4% |
| 6M | -50.9% | +10.1% | -61.0% | -54.1% |
| YTD | +3.5% | +23.2% | -19.7% | -8.1% |
| 1Y | -2.1% | +8.5% | -10.6% | -8.5% |
| 3Y | +418.7% | +4.1% | +414.7% | +372.7% |
| 5Y | +894.6% | -17.8% | +912.4% | +865.9% |
| All | +894.6% | -17.9% | +912.4% | +865.9% |
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 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