+13.2%
CNH vs BR
+7.6%
+5.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | -5.0% | +6.8% | +3.5% |
| 30D | +32.6% | -2.5% | +35.1% | +33.5% |
| 3M | +29.4% | +13.5% | +15.9% | +23.6% |
| 6M | +26.0% | -9.4% | +35.4% | +30.4% |
| YTD | +52.2% | -23.3% | +75.5% | +69.3% |
| 1Y | +23.9% | -31.6% | +55.5% | +45.5% |
| 3Y | +10.1% | -5.1% | +15.2% | +7.5% |
| 5Y | +13.2% | +8.2% | +5.0% | -1.1% |
| All | +13.2% | +7.6% | +5.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling