+9.8%
BAX vs CNH
+29.2%
-19.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.3% |
| 7D | -1.1% | +23.3% | -24.4% | -7.8% |
| 30D | -5.5% | +33.5% | -38.9% | -14.5% |
| 3M | +33.5% | +32.7% | +0.8% | +20.0% |
| 6M | +35.9% | +22.2% | +13.7% | +25.4% |
| YTD | +35.4% | +57.7% | -22.3% | +11.3% |
| 1Y | +9.8% | +28.0% | -18.2% | -1.4% |
| All | +9.8% | +29.2% | -19.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling