+100.6%
CB vs CNH
-6.4%
+107.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -2.0% |
| 7D | -1.5% | +8.6% | -10.1% | -2.7% |
| 30D | +6.5% | +12.6% | -6.0% | +4.5% |
| 3M | +4.1% | +17.5% | -13.4% | +1.0% |
| 6M | +14.4% | +18.1% | -3.7% | +10.4% |
| YTD | +17.5% | +40.4% | -22.9% | +9.3% |
| 1Y | +27.5% | +34.0% | -6.4% | +19.5% |
| 3Y | +71.6% | +35.3% | +36.3% | +54.1% |
| 5Y | +100.6% | -5.1% | +105.7% | +91.7% |
| All | +100.6% | -6.4% | +107.0% | +91.7% |
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