+217.6%
CB vs CNH
+162.8%
+54.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.9% |
| 7D | +0.5% | +23.3% | -22.8% | -4.9% |
| 30D | -3.1% | +33.5% | -36.6% | -10.4% |
| 3M | +9.0% | +32.7% | -23.8% | +0.3% |
| 6M | +2.9% | +22.2% | -19.3% | -3.9% |
| YTD | +10.1% | +57.7% | -47.6% | -4.4% |
| 1Y | +22.8% | +28.0% | -5.2% | +12.5% |
| 3Y | +73.8% | +11.5% | +62.3% | +60.1% |
| 5Y | +99.2% | +11.9% | +87.3% | +77.0% |
| All | +217.6% | +162.8% | +54.9% | +99.7% |
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