+248.2%
CB vs CNH
+116.5%
+131.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | +9.1% | -7.2% | +16.3% | +10.9% |
| 3M | +3.4% | +6.5% | -3.1% | +0.8% |
| 6M | +14.1% | +7.9% | +6.2% | +9.8% |
| YTD | +18.0% | +26.6% | -8.6% | +7.8% |
| 1Y | +30.1% | +13.8% | +16.4% | +22.0% |
| 3Y | +71.8% | +9.2% | +62.6% | +56.1% |
| 5Y | +101.8% | -15.6% | +117.4% | +93.2% |
| All | +248.2% | +116.5% | +131.7% | +144.8% |
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 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