+22.6%
BAC vs CNH
-17.7%
+40.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.2% | +3.0% | +0.2% | +2.0% |
| 30D | -0.7% | -0.6% | -0.1% | -0.9% |
| 3M | -20.0% | +14.6% | -34.6% | -24.7% |
| 6M | +3.4% | +11.8% | -8.3% | -2.8% |
| YTD | -5.7% | +30.4% | -36.2% | -17.7% |
| 1Y | -1.4% | +19.1% | -20.5% | -11.0% |
| 3Y | +97.9% | +30.2% | +67.7% | +64.1% |
| All | +22.6% | -17.7% | +40.2% | +18.8% |
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 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