+13.1%
CNH vs BBWI
-66.0%
+79.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.3% |
| 7D | +23.3% | +1.5% | +21.8% | +22.7% |
| 30D | +33.5% | -5.2% | +38.6% | +34.8% |
| 3M | +32.7% | +11.1% | +21.6% | +28.1% |
| 6M | +22.2% | -13.4% | +35.5% | +24.8% |
| YTD | +57.7% | +0.1% | +57.6% | +54.3% |
| 1Y | +28.0% | -36.1% | +64.1% | +40.0% |
| 3Y | +11.5% | -44.1% | +55.6% | +20.4% |
| All | +13.1% | -66.0% | +79.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling