+34.8%
CNH vs BBWI
-30.4%
+65.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.0% | +3.5% |
| 7D | -1.7% | -6.2% | +4.5% | -0.3% |
| 30D | -7.2% | +19.9% | -27.2% | -11.3% |
| 3M | +6.5% | +7.1% | -0.6% | +3.8% |
| 6M | +7.9% | +13.7% | -5.8% | +3.0% |
| YTD | +26.6% | +9.6% | +17.0% | +20.7% |
| 1Y | +13.8% | -1.6% | +15.4% | +9.9% |
| 3Y | +9.2% | -25.9% | +35.1% | +8.9% |
| 5Y | -15.6% | -67.8% | +52.2% | -2.1% |
| 10Y | +119.2% | -43.5% | +162.7% | +87.9% |
| All | +34.8% | -30.4% | +65.2% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling