+593.0%
BE vs CNH
+46.3%
+546.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.7% | +1.7% |
| 7D | -14.7% | -1.7% | -13.0% | -13.5% |
| 30D | -40.5% | -7.2% | -33.3% | -38.1% |
| 3M | -24.3% | +6.5% | -30.9% | -29.3% |
| 6M | -39.3% | +7.9% | -47.2% | -44.7% |
| YTD | +99.4% | +26.6% | +72.8% | +60.0% |
| 1Y | +26.6% | +13.8% | +12.8% | +8.4% |
| 3Y | +1,616.9% | +9.2% | +1,607.8% | +1,321.4% |
| 5Y | +441.4% | -15.6% | +457.0% | +435.3% |
| All | +593.0% | +46.3% | +546.7% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling