+21.3%
CNH vs BTG
+27.7%
-6.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.5% |
| 7D | -2.5% | -5.5% | +3.0% | -1.8% |
| 30D | +27.0% | +6.1% | +20.9% | +26.0% |
| 3M | +32.6% | +38.6% | -6.0% | +27.4% |
| 6M | +23.6% | +0.7% | +22.9% | +20.8% |
| YTD | +47.8% | +20.3% | +27.5% | +43.7% |
| 1Y | +21.3% | +25.0% | -3.8% | +17.7% |
| All | +21.3% | +27.7% | -6.4% | +17.7% |
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 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