+911.5%
BE vs CNH
+82.2%
+829.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.3% | +4.8% |
| 7D | +20.0% | +23.3% | -3.3% | +5.0% |
| 30D | +7.9% | +33.5% | -25.5% | -10.8% |
| 3M | -13.2% | +32.7% | -45.9% | -29.2% |
| 6M | +53.5% | +22.2% | +31.3% | +31.5% |
| YTD | +191.0% | +57.7% | +133.3% | +107.3% |
| 1Y | +360.5% | +28.0% | +332.5% | +273.1% |
| 3Y | +1,568.0% | +11.5% | +1,556.5% | +1,317.5% |
| 5Y | +1,055.2% | +11.9% | +1,043.3% | +872.7% |
| All | +911.5% | +82.2% | +829.2% | +517.1% |
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