+641.7%
BE vs CNH
+55.2%
+586.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -1.7% |
| 7D | -13.4% | +4.5% | -17.9% | -15.2% |
| 30D | -33.9% | +7.6% | -41.5% | -36.9% |
| 3M | -12.0% | +17.0% | -29.0% | -22.2% |
| 6M | -29.0% | +12.9% | -41.9% | -36.9% |
| YTD | +113.4% | +34.3% | +79.1% | +65.6% |
| 1Y | +33.2% | +28.5% | +4.6% | +5.8% |
| 3Y | +1,659.2% | +31.9% | +1,627.3% | +1,191.8% |
| 5Y | +461.4% | -9.6% | +471.0% | +433.5% |
| All | +641.7% | +55.2% | +586.5% | +392.9% |
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