+149.5%
CNH vs BN
+259.6%
-110.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -3.9% |
| 7D | +8.8% | -1.2% | +10.0% | +9.7% |
| 30D | +24.7% | -10.9% | +35.6% | +34.0% |
| 3M | +27.3% | -11.1% | +38.4% | +37.0% |
| 6M | +23.2% | -4.4% | +27.5% | +25.6% |
| YTD | +48.9% | -14.1% | +63.1% | +61.8% |
| 1Y | +19.4% | -11.1% | +30.5% | +25.9% |
| 3Y | +7.8% | +75.6% | -67.8% | -31.4% |
| 5Y | +8.7% | +35.8% | -27.1% | -19.5% |
| 10Y | +149.5% | +261.6% | -112.0% | -4.0% |
| All | +149.5% | +259.6% | -110.0% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling