+247.9%
CB vs CNH
+107.0%
+140.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +1.4% |
| 7D | 0.0% | +6.4% | -6.4% | -1.8% |
| 30D | +7.4% | -1.6% | +9.0% | +7.4% |
| 3M | +8.6% | +11.6% | -2.9% | +4.4% |
| 6M | +16.1% | +12.5% | +3.6% | +10.3% |
| YTD | +20.2% | +31.1% | -10.9% | +8.5% |
| 1Y | +27.2% | +17.0% | +10.2% | +18.3% |
| 3Y | +72.7% | +28.7% | +43.9% | +49.0% |
| 5Y | +105.9% | -17.4% | +123.3% | +98.9% |
| All | +247.9% | +107.0% | +140.9% | +141.6% |
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