+21.3%
CNH vs BR
-31.2%
+52.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -2.5% | -6.0% | +3.5% | -3.2% |
| 30D | +27.0% | -0.9% | +27.9% | +26.9% |
| 3M | +32.6% | +16.4% | +16.2% | +36.8% |
| 6M | +23.6% | -8.2% | +31.8% | +23.2% |
| YTD | +47.8% | -23.2% | +71.0% | +51.8% |
| 1Y | +21.3% | -30.9% | +52.2% | +29.7% |
| All | +21.3% | -31.2% | +52.5% | +29.7% |
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