+105.2%
CNH vs BG
+111.0%
-5.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | +3.0% | +2.6% | +0.5% | +2.0% |
| 30D | -0.6% | -6.7% | +6.1% | +2.5% |
| 3M | +14.6% | -9.3% | +23.9% | +19.3% |
| 6M | +11.8% | -18.3% | +30.1% | +21.0% |
| YTD | +30.4% | +16.2% | +14.2% | +19.1% |
| 1Y | +19.1% | +7.6% | +11.5% | +12.6% |
| 3Y | +30.2% | +6.6% | +23.6% | +20.0% |
| 5Y | -17.8% | +22.2% | -40.0% | -30.8% |
| All | +105.2% | +111.0% | -5.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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