+154.0%
CNH vs BTG
+159.3%
-5.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -5.7% | -3.8% | -1.9% | -5.3% |
| 30D | +26.6% | +3.6% | +22.9% | +26.1% |
| 3M | +31.1% | +32.0% | -0.9% | +27.3% |
| 6M | +24.9% | +3.4% | +21.5% | +23.6% |
| YTD | +48.7% | +20.8% | +27.9% | +44.7% |
| 1Y | +22.2% | +22.4% | -0.2% | +18.2% |
| 3Y | +7.4% | +91.7% | -84.3% | -1.4% |
| 5Y | +10.8% | +79.0% | -68.2% | +2.1% |
| All | +154.0% | +159.3% | -5.3% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling