+10.2%
CNH vs BG
+88.4%
-78.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.2% |
| 7D | -2.5% | +3.7% | -6.2% | -4.1% |
| 30D | +27.0% | +12.3% | +14.7% | +20.6% |
| 3M | +32.6% | -2.2% | +34.8% | +33.1% |
| 6M | +23.6% | +5.3% | +18.2% | +19.2% |
| YTD | +47.8% | +42.4% | +5.4% | +24.1% |
| 1Y | +21.3% | +55.2% | -33.9% | -2.9% |
| 3Y | +7.0% | +21.0% | -14.0% | -6.3% |
| 5Y | +10.2% | +87.1% | -77.0% | -27.9% |
| All | +10.2% | +88.4% | -78.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling