+160.7%
CNH vs BEN
+53.7%
+107.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.1% |
| 7D | +1.8% | +3.4% | -1.5% | 0.0% |
| 30D | +32.6% | +1.8% | +30.8% | +31.1% |
| 3M | +29.4% | +8.4% | +21.1% | +23.3% |
| 6M | +26.0% | +35.6% | -9.7% | +5.3% |
| YTD | +52.2% | +46.4% | +5.9% | +21.5% |
| 1Y | +23.9% | +46.3% | -22.5% | -1.4% |
| 3Y | +10.1% | +54.6% | -44.5% | -17.6% |
| 5Y | +13.2% | +39.4% | -26.2% | -13.4% |
| 10Y | +160.7% | +57.6% | +103.1% | +71.1% |
| All | +160.7% | +53.7% | +107.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling