+71.4%
BAC vs CNH
+11.5%
+60.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.4% |
| 7D | +1.1% | +23.3% | -22.2% | -5.9% |
| 30D | -0.4% | +33.5% | -33.9% | -10.1% |
| 3M | +16.9% | +32.7% | -15.8% | +5.0% |
| 6M | +26.6% | +22.2% | +4.4% | +16.2% |
| YTD | +15.8% | +57.7% | -41.9% | -4.3% |
| 1Y | +27.2% | +28.0% | -0.8% | +13.6% |
| 3Y | +132.4% | +11.5% | +120.9% | +113.2% |
| All | +71.4% | +11.5% | +60.0% | +45.7% |
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