+1,008.9%
BE vs CNH
+72.1%
+936.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.6% | +15.2% | +13.1% |
| 7D | +29.8% | +8.8% | +21.0% | +22.3% |
| 30D | +26.4% | +24.7% | +1.7% | +8.5% |
| 3M | +9.3% | +27.3% | -18.0% | -9.0% |
| 6M | +105.1% | +23.2% | +81.9% | +73.4% |
| YTD | +219.0% | +48.9% | +170.1% | +134.4% |
| 1Y | +418.8% | +19.4% | +399.3% | +337.1% |
| 3Y | +1,784.6% | +7.8% | +1,776.8% | +1,525.6% |
| 5Y | +1,251.0% | +8.7% | +1,242.2% | +1,050.7% |
| All | +1,008.9% | +72.1% | +936.8% | +597.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling