+33.2%
BE vs CNH
+27.3%
+5.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -3.1% |
| 7D | -13.4% | +4.5% | -17.9% | -14.2% |
| 30D | -33.9% | +7.6% | -41.5% | -35.0% |
| 3M | -12.0% | +17.0% | -29.0% | -16.8% |
| 6M | -29.0% | +12.9% | -41.9% | -33.1% |
| YTD | +113.4% | +34.3% | +79.1% | +84.9% |
| 1Y | +33.2% | +28.5% | +4.6% | +17.6% |
| All | +33.2% | +27.3% | +5.8% | +17.6% |
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