+87.4%
BAC vs CNH
+7.0%
+80.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -1.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.8% |
| 30D | -7.7% | -7.2% | -0.4% | -6.3% |
| 3M | -21.2% | +6.5% | -27.7% | -23.0% |
| 6M | -6.8% | +7.9% | -14.7% | -9.9% |
| YTD | -8.7% | +26.6% | -35.3% | -16.5% |
| 1Y | -5.3% | +13.8% | -19.0% | -10.8% |
| 3Y | +87.4% | +9.2% | +78.2% | +74.8% |
| All | +87.4% | +7.0% | +80.4% | +74.8% |
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