+21.2%
CNH vs BB
+103.9%
-82.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -5.7% |
| 7D | +8.8% | +0.5% | +8.3% | +8.7% |
| 30D | +24.7% | -12.4% | +37.0% | +26.0% |
| 3M | +27.3% | -15.3% | +42.6% | +28.4% |
| 6M | +23.2% | +128.8% | -105.6% | +13.3% |
| YTD | +48.9% | +107.7% | -58.7% | +37.7% |
| All | +21.2% | +103.9% | -82.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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