-67.5%
CBRS vs CNH
+16.3%
-83.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +7.2% |
| 7D | +10.0% | +6.7% | +3.4% | +7.5% |
| 30D | -31.1% | +7.2% | -38.3% | -32.7% |
| 3M | -56.9% | +17.5% | -74.4% | -59.0% |
| All | -67.5% | +16.3% | -83.8% | -68.3% |
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 · 6 months rolling