+22.6%
BROS vs CNH
+10.8%
+11.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | -6.6% | +1.8% | -8.4% | -7.3% |
| 30D | -12.3% | +32.6% | -45.0% | -21.8% |
| 3M | -22.2% | +29.4% | -51.6% | -30.6% |
| 6M | -14.3% | +26.0% | -40.3% | -23.3% |
| YTD | -26.6% | +52.2% | -78.8% | -39.9% |
| 1Y | -31.5% | +23.9% | -55.4% | -38.9% |
| 3Y | +62.3% | +10.1% | +52.1% | +48.1% |
| All | +22.6% | +10.8% | +11.8% | +11.2% |
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