+49.5%
CNH vs BN
+486.9%
-437.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +8.4% |
| 7D | +8.6% | +3.6% | +4.9% | +6.1% |
| 30D | +12.6% | +15.9% | -3.3% | +2.1% |
| 3M | +17.5% | -2.3% | +19.8% | +18.6% |
| 6M | +18.1% | -8.4% | +26.5% | +23.8% |
| YTD | +40.4% | -5.9% | +46.3% | +43.2% |
| 1Y | +34.0% | -5.6% | +39.6% | +36.1% |
| 3Y | +35.3% | +104.2% | -68.9% | -21.2% |
| 5Y | -5.1% | +35.5% | -40.6% | -28.9% |
| 10Y | +124.0% | +285.2% | -161.2% | -17.2% |
| All | +49.5% | +486.9% | -437.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling