+38.9%
CNH vs BR
+681.6%
-642.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +3.0% | +1.1% | +2.0% | +2.6% |
| 30D | -0.6% | +14.4% | -15.0% | -6.9% |
| 3M | +14.6% | +12.4% | +2.2% | +7.8% |
| 6M | +11.8% | +35.4% | -23.7% | -5.3% |
| YTD | +30.4% | -12.2% | +42.6% | +36.6% |
| 1Y | +19.1% | -12.7% | +31.8% | +25.2% |
| 3Y | +30.2% | +14.3% | +15.9% | +14.8% |
| 5Y | -17.8% | +19.3% | -37.1% | -30.6% |
| 10Y | +103.9% | +278.1% | -174.2% | -13.0% |
| All | +38.9% | +681.6% | -642.7% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling