+28.0%
CNH vs BN
-6.5%
+34.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +23.3% | -2.5% | +25.8% | +24.4% |
| 30D | +33.5% | -9.5% | +43.0% | +39.0% |
| 3M | +32.7% | -10.4% | +43.1% | +38.8% |
| 6M | +22.2% | -6.4% | +28.5% | +23.6% |
| YTD | +57.7% | -11.9% | +69.6% | +61.4% |
| 1Y | +28.0% | -8.6% | +36.6% | +29.4% |
| All | +28.0% | -6.5% | +34.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling