+49.5%
CNH vs BBWI
-29.1%
+78.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.5% |
| 7D | +8.6% | -6.2% | +14.7% | +10.2% |
| 30D | +12.6% | +25.5% | -12.9% | +6.4% |
| 3M | +17.5% | +8.0% | +9.5% | +14.3% |
| 6M | +18.1% | +12.7% | +5.4% | +13.1% |
| YTD | +40.4% | +11.6% | +28.7% | +33.3% |
| 1Y | +34.0% | -0.9% | +34.9% | +29.3% |
| 3Y | +35.3% | -22.7% | +58.0% | +33.6% |
| 5Y | -5.1% | -67.2% | +62.1% | +9.6% |
| 10Y | +124.0% | -43.7% | +167.7% | +92.2% |
| All | +49.5% | -29.1% | +78.6% | +23.7% |
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