-2.1%
BROS vs CNH
-5.1%
+3.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +6.3% | +3.0% | +3.3% | +5.1% |
| 30D | -8.3% | -0.6% | -7.8% | -8.1% |
| 3M | -29.8% | +14.6% | -44.4% | -34.1% |
| 6M | -25.8% | +11.8% | -37.6% | -30.7% |
| YTD | -41.4% | +30.4% | -71.8% | -49.4% |
| 1Y | -35.2% | +19.1% | -54.2% | -41.7% |
| 3Y | +32.8% | +30.2% | +2.6% | +11.0% |
| 5Y | -42.2% | -17.8% | -24.3% | -43.0% |
| All | -2.1% | -5.1% | +3.0% | -6.3% |
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 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