+1,683.3%
BE vs CNH
+9.4%
+1,673.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.8% |
| 7D | +23.9% | +1.8% | +22.1% | +22.6% |
| 30D | +27.8% | +32.6% | -4.8% | +11.3% |
| 3M | +3.7% | +29.4% | -25.7% | -9.7% |
| 6M | +78.0% | +26.0% | +52.0% | +56.4% |
| YTD | +209.9% | +52.2% | +157.7% | +143.0% |
| 1Y | +389.6% | +23.9% | +365.7% | +327.6% |
| All | +1,683.3% | +9.4% | +1,673.9% | +1,399.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling