+68.0%
CNH vs BB
-2.8%
+70.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | -5.6% | +28.9% | +24.3% |
| 30D | +33.5% | -11.8% | +45.3% | +35.6% |
| 3M | +32.7% | -25.5% | +58.3% | +37.3% |
| 6M | +22.2% | +121.3% | -99.1% | +5.0% |
| YTD | +57.7% | +103.2% | -45.5% | +37.3% |
| 1Y | +28.0% | +102.6% | -74.6% | +10.8% |
| 3Y | +11.5% | +37.5% | -26.0% | -2.2% |
| 5Y | +11.9% | -30.4% | +42.3% | +5.3% |
| 10Y | +162.8% | 0.0% | +162.8% | +85.4% |
| All | +68.0% | -2.8% | +70.7% | +12.5% |
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 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