+43.0%
CNH vs BB
+15.4%
+27.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +4.5% | +11.6% | -7.1% | +2.8% |
| 30D | +7.6% | +2.6% | +5.1% | +6.8% |
| 3M | +17.0% | +3.5% | +13.5% | +15.2% |
| 6M | +12.9% | +43.5% | -30.5% | +4.1% |
| YTD | +34.3% | +141.2% | -106.9% | +13.1% |
| 1Y | +28.5% | +97.4% | -68.9% | +11.5% |
| 3Y | +31.9% | +151.1% | -119.2% | +5.1% |
| 5Y | -9.6% | -12.8% | +3.2% | -18.1% |
| 10Y | +106.3% | +27.5% | +78.8% | +39.6% |
| All | +43.0% | +15.4% | +27.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling