-32.5%
CBRS vs CNH
+34.1%
-66.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.0% | +6.3% | +9.0% |
| 7D | +17.3% | +23.3% | -6.0% | +10.9% |
| 30D | -2.0% | +33.5% | -35.4% | -9.6% |
| 3M | -2.5% | +32.7% | -35.2% | -7.0% |
| All | -32.5% | +34.1% | -66.6% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling