-0.5%
BBY vs CNH
+8.8%
-9.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +1.2% |
| 7D | +0.7% | -2.5% | +3.1% | +1.5% |
| 30D | +5.8% | +27.0% | -21.2% | -4.0% |
| 3M | +18.0% | +32.6% | -14.6% | +4.5% |
| 6M | +39.8% | +23.6% | +16.3% | +25.6% |
| YTD | +35.4% | +47.8% | -12.4% | +11.6% |
| 1Y | +21.4% | +21.3% | +0.1% | +8.9% |
| 3Y | +39.5% | +7.0% | +32.6% | +30.1% |
| 5Y | -0.5% | +10.2% | -10.7% | -11.8% |
| All | -0.5% | +8.8% | -9.3% | -11.8% |
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