+7.9%
CNH vs BBWI
+16.7%
-8.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.0% | +3.3% |
| 7D | -1.7% | -6.2% | +4.5% | -0.6% |
| 30D | -7.2% | +19.9% | -27.2% | -10.1% |
| 3M | +6.5% | +7.1% | -0.6% | +6.0% |
| 6M | +7.9% | +13.7% | -5.8% | +6.6% |
| All | +7.9% | +16.7% | -8.8% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling