+362.2%
BAC vs CNH
+32.2%
+330.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -1.8% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -7.7% | -7.2% | -0.4% | -5.1% |
| 3M | -21.2% | +6.5% | -27.7% | -24.6% |
| 6M | -6.8% | +7.9% | -14.7% | -12.6% |
| YTD | -8.7% | +26.6% | -35.3% | -21.5% |
| 1Y | -5.3% | +13.8% | -19.0% | -14.9% |
| 3Y | +87.4% | +9.2% | +78.2% | +63.6% |
| 5Y | +18.9% | -15.6% | +34.5% | +13.4% |
| 10Y | +273.3% | +119.2% | +154.1% | +118.3% |
| All | +362.2% | +32.2% | +330.0% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling