+68.0%
CNH vs BBWI
-36.4%
+104.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.4% |
| 7D | +23.3% | +1.5% | +21.8% | +22.8% |
| 30D | +33.5% | -5.2% | +38.6% | +34.6% |
| 3M | +32.7% | +11.1% | +21.6% | +28.5% |
| 6M | +22.2% | -13.4% | +35.5% | +24.4% |
| YTD | +57.7% | +0.1% | +57.6% | +54.6% |
| 1Y | +28.0% | -36.1% | +64.1% | +37.7% |
| 3Y | +11.5% | -44.1% | +55.6% | +19.5% |
| 5Y | +11.9% | -66.2% | +78.1% | +29.3% |
| 10Y | +162.8% | -54.8% | +217.6% | +138.5% |
| All | +68.0% | -36.4% | +104.4% | +43.5% |
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