+28.0%
CNH vs BR
-29.1%
+57.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.6% |
| 7D | +23.3% | -5.3% | +28.6% | +22.5% |
| 30D | +33.5% | +6.4% | +27.0% | +34.6% |
| 3M | +32.7% | +13.6% | +19.1% | +35.4% |
| 6M | +22.2% | -6.7% | +28.9% | +22.2% |
| YTD | +57.7% | -21.1% | +78.8% | +62.7% |
| 1Y | +28.0% | -29.6% | +57.5% | +38.0% |
| All | +28.0% | -29.1% | +57.1% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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