+13.1%
CNH vs BEN
+39.3%
-26.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +2.2% |
| 7D | +23.3% | +0.2% | +23.1% | +23.0% |
| 30D | +33.5% | -0.5% | +34.0% | +33.6% |
| 3M | +32.7% | +9.7% | +23.0% | +26.0% |
| 6M | +22.2% | +33.9% | -11.7% | +3.7% |
| YTD | +57.7% | +49.0% | +8.7% | +26.2% |
| 1Y | +28.0% | +42.1% | -14.1% | +4.7% |
| 3Y | +11.5% | +51.9% | -40.3% | -14.6% |
| All | +13.1% | +39.3% | -26.2% | -14.3% |
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