+49.5%
CNH vs BEN
+24.4%
+25.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +7.3% |
| 7D | +8.6% | +12.2% | -3.6% | +1.8% |
| 30D | +12.6% | +12.1% | +0.5% | +5.4% |
| 3M | +17.5% | +7.3% | +10.2% | +12.6% |
| 6M | +18.1% | +17.9% | +0.2% | +6.7% |
| YTD | +40.4% | +55.4% | -15.1% | +7.5% |
| 1Y | +34.0% | +69.3% | -35.3% | -2.4% |
| 3Y | +35.3% | +82.8% | -47.5% | -9.0% |
| 5Y | -5.1% | +28.8% | -33.9% | -23.7% |
| 10Y | +124.0% | +53.9% | +70.1% | +46.7% |
| All | +49.5% | +24.4% | +25.1% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling