+154.0%
CNH vs BRO
+294.2%
-140.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.7% | -7.3% | +1.6% | -2.2% |
| 30D | +26.6% | -6.9% | +33.4% | +30.8% |
| 3M | +31.1% | +10.7% | +20.4% | +23.7% |
| 6M | +24.9% | -2.7% | +27.6% | +24.5% |
| YTD | +48.7% | -16.3% | +65.0% | +59.7% |
| 1Y | +22.2% | -29.1% | +51.3% | +42.7% |
| 3Y | +7.4% | -7.8% | +15.3% | +3.2% |
| 5Y | +10.8% | +18.7% | -7.9% | -14.1% |
| All | +154.0% | +294.2% | -140.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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