-19.0%
BAX vs CNH
+29.5%
-48.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | +3.0% | -3.0% | -0.9% |
| 30D | +4.1% | -0.6% | +4.7% | +3.9% |
| 3M | -4.5% | +14.6% | -19.2% | -9.6% |
| 6M | +49.2% | +11.8% | +37.5% | +41.2% |
| YTD | +35.2% | +30.4% | +4.8% | +21.7% |
| 1Y | +38.3% | +19.1% | +19.2% | +27.7% |
| 3Y | -19.0% | +30.2% | -49.2% | -25.5% |
| All | -19.0% | +29.5% | -48.6% | -25.5% |
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