+237.7%
BAC vs CNH
+107.8%
+129.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | +2.1% |
| 7D | +2.1% | +4.5% | -2.5% | -0.2% |
| 30D | -6.7% | +7.6% | -14.3% | -10.2% |
| 3M | -20.2% | +17.0% | -37.2% | -27.2% |
| 6M | -0.2% | +12.9% | -13.1% | -8.8% |
| YTD | -6.4% | +34.3% | -40.6% | -22.6% |
| 1Y | -3.1% | +28.5% | -31.6% | -18.5% |
| 3Y | +96.7% | +31.9% | +64.9% | +54.5% |
| 5Y | +21.3% | -9.6% | +30.9% | +11.0% |
| 10Y | +237.7% | +106.3% | +131.4% | +94.5% |
| All | +237.7% | +107.8% | +129.9% | +94.5% |
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 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