+105.2%
CNH vs BEN
+58.7%
+46.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +3.0% | +6.8% | -3.8% | -0.5% |
| 30D | -0.6% | +18.0% | -18.6% | -9.4% |
| 3M | +14.6% | +7.5% | +7.2% | +9.8% |
| 6M | +11.8% | +14.7% | -3.0% | +2.8% |
| YTD | +30.4% | +56.1% | -25.7% | +0.1% |
| 1Y | +19.1% | +69.6% | -50.5% | -12.9% |
| 3Y | +30.2% | +87.7% | -57.5% | -13.2% |
| 5Y | -17.8% | +28.6% | -46.5% | -33.7% |
| All | +105.2% | +58.7% | +46.5% | +36.6% |
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