+28.0%
CNH vs BTG
+38.4%
-10.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.5% | +4.2% |
| 7D | +23.3% | -0.9% | +24.2% | +23.3% |
| 30D | +33.5% | +36.8% | -3.4% | +28.5% |
| 3M | +32.7% | +23.1% | +9.6% | +29.1% |
| 6M | +22.2% | +3.5% | +18.7% | +18.9% |
| YTD | +57.7% | +25.5% | +32.2% | +52.4% |
| 1Y | +28.0% | +40.1% | -12.1% | +21.1% |
| All | +28.0% | +38.4% | -10.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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