-34.8%
BROS vs CNH
+29.2%
-64.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.1% |
| 7D | -6.7% | +23.3% | -30.0% | -10.7% |
| 30D | -29.1% | +33.5% | -62.5% | -33.4% |
| 3M | -16.7% | +32.7% | -49.4% | -22.2% |
| 6M | -11.6% | +22.2% | -33.8% | -15.9% |
| YTD | -23.9% | +57.7% | -81.6% | -36.1% |
| 1Y | -34.8% | +28.0% | -62.8% | -44.0% |
| All | -34.8% | +29.2% | -64.0% | -44.0% |
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