-3.8%
BROS vs CNH
-2.3%
-1.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.4% |
| 7D | -19.0% | +4.5% | -23.5% | -20.1% |
| 30D | -7.3% | +7.6% | -14.9% | -9.8% |
| 3M | -31.2% | +17.0% | -48.2% | -35.9% |
| 6M | -33.0% | +12.9% | -46.0% | -37.6% |
| YTD | -42.4% | +34.3% | -76.6% | -50.7% |
| 1Y | -37.7% | +28.5% | -66.3% | -45.8% |
| 3Y | +28.2% | +31.9% | -3.7% | +6.8% |
| 5Y | -43.4% | -9.6% | -33.8% | -45.3% |
| All | -3.8% | -2.3% | -1.5% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling