-1.8%
BROS vs CNH
+2.2%
-4.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.9% | -4.3% | +2.6% |
| 7D | -17.9% | +8.6% | -26.5% | -20.2% |
| 30D | -5.4% | +12.6% | -17.9% | -9.4% |
| 3M | -32.1% | +17.5% | -49.6% | -36.8% |
| 6M | -31.7% | +18.1% | -49.8% | -37.4% |
| YTD | -41.2% | +40.4% | -81.6% | -50.6% |
| 1Y | -32.6% | +34.0% | -66.6% | -42.2% |
| 3Y | +32.7% | +35.3% | -2.6% | +9.6% |
| 5Y | -44.2% | -5.1% | -39.1% | -47.0% |
| All | -1.8% | +2.2% | -4.0% | -8.5% |
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