-5.1%
CNH vs BEN
+29.2%
-34.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +7.5% |
| 7D | +8.6% | +12.2% | -3.6% | +2.2% |
| 30D | +12.6% | +12.1% | +0.5% | +5.8% |
| 3M | +17.5% | +7.3% | +10.2% | +12.9% |
| 6M | +18.1% | +17.9% | +0.2% | +7.4% |
| YTD | +40.4% | +55.4% | -15.1% | +9.0% |
| 1Y | +34.0% | +69.3% | -35.3% | -0.9% |
| 3Y | +35.3% | +82.8% | -47.5% | -7.7% |
| 5Y | -5.1% | +28.8% | -33.9% | -21.5% |
| All | -5.1% | +29.2% | -34.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling