+251.7%
BAC vs CNH
+134.0%
+117.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.9% | -8.6% | -2.4% |
| 7D | +2.0% | +8.6% | -6.6% | -1.8% |
| 30D | -6.9% | +12.6% | -19.5% | -12.0% |
| 3M | -19.6% | +17.5% | -37.1% | -26.7% |
| 6M | -0.5% | +18.1% | -18.6% | -10.8% |
| YTD | -6.6% | +40.4% | -47.0% | -24.3% |
| 1Y | -3.0% | +34.0% | -36.9% | -19.8% |
| 3Y | +97.3% | +35.3% | +62.0% | +53.5% |
| 5Y | +21.9% | -5.1% | +27.0% | +9.2% |
| 10Y | +251.7% | +124.0% | +127.6% | +92.1% |
| All | +251.7% | +134.0% | +117.7% | +92.1% |
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