+246.7%
CB vs CNH
+107.8%
+138.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +5.9% | +2.6% |
| 7D | +0.7% | +4.5% | -3.8% | -0.7% |
| 30D | +8.2% | +7.6% | +0.5% | +5.8% |
| 3M | +6.3% | +17.0% | -10.7% | +1.0% |
| 6M | +16.2% | +12.9% | +3.2% | +10.4% |
| YTD | +19.3% | +34.3% | -14.9% | +7.1% |
| 1Y | +29.2% | +28.5% | +0.7% | +17.1% |
| 3Y | +71.4% | +31.9% | +39.6% | +47.2% |
| 5Y | +104.2% | -9.6% | +113.8% | +91.6% |
| 10Y | +246.7% | +106.3% | +140.4% | +139.7% |
| All | +246.7% | +107.8% | +138.8% | +139.7% |
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