+57.5%
CNH vs BRO
+372.6%
-315.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -2.5% | -8.6% | +6.1% | +1.9% |
| 30D | +27.0% | -6.9% | +33.9% | +31.5% |
| 3M | +32.6% | +10.5% | +22.1% | +25.0% |
| 6M | +23.6% | -2.8% | +26.3% | +23.1% |
| YTD | +47.8% | -16.1% | +64.0% | +58.7% |
| 1Y | +21.3% | -27.6% | +48.9% | +40.1% |
| 3Y | +7.0% | -7.3% | +14.2% | +2.5% |
| 5Y | +10.2% | +19.0% | -8.8% | -14.1% |
| 10Y | +153.2% | +292.7% | -139.6% | -10.1% |
| All | +57.5% | +372.6% | -315.1% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling