+55.3%
BE vs CNH
+15.2%
+40.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -12.1% | +6.5% | -18.6% | -13.5% |
| 30D | -30.1% | -12.0% | -18.1% | -27.9% |
| 3M | -12.1% | +4.4% | -16.5% | -14.5% |
| 6M | -30.6% | +15.7% | -46.3% | -35.6% |
| YTD | +130.6% | +28.2% | +102.4% | +99.7% |
| 1Y | +55.3% | +14.8% | +40.5% | +40.4% |
| All | +55.3% | +15.2% | +40.1% | +40.4% |
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