+27.0%
BROS vs CNH
+14.8%
+12.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.8% |
| 7D | -6.7% | +23.3% | -30.0% | -14.0% |
| 30D | -29.1% | +33.5% | -62.5% | -36.8% |
| 3M | -16.7% | +32.7% | -49.4% | -26.3% |
| 6M | -11.6% | +22.2% | -33.8% | -19.8% |
| YTD | -23.9% | +57.7% | -81.6% | -38.5% |
| 1Y | -34.8% | +28.0% | -62.8% | -42.5% |
| 3Y | +62.1% | +11.5% | +50.5% | +47.7% |
| All | +27.0% | +14.8% | +12.2% | +13.8% |
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