+68.0%
CNH vs BN
+449.6%
-381.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +23.3% | -2.5% | +25.8% | +25.0% |
| 30D | +33.5% | -9.5% | +43.0% | +41.8% |
| 3M | +32.7% | -10.4% | +43.1% | +41.9% |
| 6M | +22.2% | -6.4% | +28.5% | +26.3% |
| YTD | +57.7% | -11.9% | +69.6% | +68.2% |
| 1Y | +28.0% | -8.6% | +36.6% | +32.5% |
| 3Y | +11.5% | +77.6% | -66.0% | -28.9% |
| 5Y | +11.9% | +37.0% | -25.2% | -17.1% |
| 10Y | +162.8% | +266.4% | -103.6% | +0.6% |
| All | +68.0% | +449.6% | -381.6% | -46.8% |
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