+160.7%
CNH vs BBWI
-58.2%
+218.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +3.7% |
| 7D | +1.8% | -4.4% | +6.3% | +2.9% |
| 30D | +32.6% | -7.4% | +40.0% | +34.5% |
| 3M | +29.4% | -2.2% | +31.7% | +29.2% |
| 6M | +26.0% | -16.3% | +42.3% | +29.3% |
| YTD | +52.2% | -9.1% | +61.4% | +52.6% |
| 1Y | +23.9% | -34.5% | +58.4% | +32.6% |
| 3Y | +10.1% | -47.0% | +57.1% | +19.5% |
| 5Y | +13.2% | -68.8% | +82.0% | +33.4% |
| 10Y | +160.7% | -57.4% | +218.0% | +137.0% |
| All | +160.7% | -58.2% | +218.9% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling