+30.2%
CNH vs BN
+96.7%
-66.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +3.0% | -1.0% | +4.0% | +3.7% |
| 30D | -0.6% | +14.0% | -14.5% | -7.1% |
| 3M | +14.6% | -9.0% | +23.6% | +20.1% |
| 6M | +11.8% | -8.8% | +20.6% | +16.6% |
| YTD | +30.4% | -10.3% | +40.7% | +35.9% |
| 1Y | +19.1% | -5.8% | +24.9% | +20.7% |
| 3Y | +30.2% | +94.8% | -64.6% | -13.7% |
| All | +30.2% | +96.7% | -66.6% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling