+68.0%
CNH vs BG
+123.2%
-55.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +23.3% | +2.8% | +20.5% | +21.9% |
| 30D | +33.5% | +12.0% | +21.4% | +26.6% |
| 3M | +32.7% | -7.7% | +40.4% | +36.7% |
| 6M | +22.2% | +4.5% | +17.7% | +18.2% |
| YTD | +57.7% | +35.7% | +22.0% | +35.4% |
| 1Y | +28.0% | +50.1% | -22.1% | +4.0% |
| 3Y | +11.5% | +12.6% | -1.1% | +1.2% |
| 5Y | +11.9% | +75.4% | -63.6% | -18.9% |
| 10Y | +162.8% | +150.5% | +12.3% | +46.1% |
| All | +68.0% | +123.2% | -55.2% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling