+12.8%
CNH vs BB
+59.1%
-46.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | -5.6% | +28.9% | +24.1% |
| 30D | +33.5% | -11.8% | +45.3% | +35.4% |
| 3M | +32.7% | -25.5% | +58.3% | +36.8% |
| 6M | +22.2% | +121.3% | -99.1% | +6.2% |
| YTD | +57.7% | +103.2% | -45.5% | +38.7% |
| 1Y | +28.0% | +102.6% | -74.6% | +11.9% |
| All | +12.8% | +59.1% | -46.3% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling