+107.8%
CB vs CNH
-17.7%
+125.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +7.3% | -0.6% | +7.9% | +7.2% |
| 3M | +9.4% | +14.6% | -5.2% | +6.4% |
| 6M | +19.6% | +11.8% | +7.9% | +16.2% |
| YTD | +21.5% | +30.4% | -8.9% | +14.1% |
| 1Y | +28.0% | +19.1% | +8.9% | +22.2% |
| 3Y | +74.9% | +30.2% | +44.7% | +56.9% |
| All | +107.8% | -17.7% | +125.5% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling