-9.8%
BAX vs CNH
+64.7%
-74.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.2% |
| 7D | -1.1% | +23.3% | -24.4% | -5.6% |
| 30D | -5.5% | +33.5% | -38.9% | -11.4% |
| 3M | +33.5% | +32.7% | +0.8% | +24.9% |
| 6M | +35.9% | +22.2% | +13.7% | +29.0% |
| YTD | +35.4% | +57.7% | -22.3% | +21.8% |
| 1Y | +9.8% | +28.0% | -18.2% | +3.0% |
| 3Y | -32.7% | +11.5% | -44.3% | -36.2% |
| 5Y | -65.6% | +11.9% | -77.4% | -68.1% |
| 10Y | -34.9% | +162.8% | -197.7% | -51.8% |
| All | -9.8% | +64.7% | -74.5% | -31.5% |
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 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