+45.7%
CNH vs BEN
+25.9%
+19.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +6.7% | +7.2% | -0.5% | +2.7% |
| 30D | +7.2% | +14.1% | -6.9% | -0.7% |
| 3M | +17.5% | +9.9% | +7.6% | +11.0% |
| 6M | +15.0% | +17.4% | -2.4% | +4.1% |
| YTD | +36.8% | +57.3% | -20.5% | +4.0% |
| 1Y | +27.6% | +66.9% | -39.3% | -6.3% |
| 3Y | +34.3% | +85.7% | -51.3% | -10.5% |
| 5Y | -12.2% | +31.2% | -43.4% | -30.2% |
| 10Y | +113.9% | +61.0% | +52.8% | +36.2% |
| All | +45.7% | +25.9% | +19.8% | +6.8% |
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