+154.0%
CNH vs BR
+189.7%
-35.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -4.3% |
| 30D | +26.6% | -0.3% | +26.9% | +26.5% |
| 3M | +31.1% | +17.3% | +13.8% | +20.7% |
| 6M | +24.9% | -6.7% | +31.6% | +27.2% |
| YTD | +48.7% | -23.4% | +72.2% | +66.9% |
| 1Y | +22.2% | -32.7% | +54.9% | +47.0% |
| 3Y | +7.4% | -5.9% | +13.3% | +5.0% |
| 5Y | +10.8% | +8.4% | +2.4% | -2.4% |
| All | +154.0% | +189.7% | -35.7% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling