+1,709.5%
BE vs CNH
+29.5%
+1,680.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +10.8% | +3.0% | +7.8% | +9.9% |
| 30D | -19.8% | -0.6% | -19.2% | -19.4% |
| 3M | -18.7% | +14.6% | -33.4% | -24.5% |
| 6M | -33.7% | +11.8% | -45.5% | -38.5% |
| YTD | +121.0% | +30.4% | +90.5% | +86.6% |
| 1Y | +85.4% | +19.1% | +66.3% | +63.7% |
| 3Y | +1,709.5% | +30.2% | +1,679.3% | +1,078.5% |
| All | +1,709.5% | +29.5% | +1,680.0% | +1,078.5% |
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