+10.2%
CNH vs BTG
+74.4%
-64.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.3% |
| 7D | -2.5% | -5.8% | +3.3% | -1.4% |
| 30D | +27.0% | +5.7% | +21.3% | +25.6% |
| 3M | +32.6% | +38.1% | -5.5% | +24.0% |
| 6M | +23.6% | +0.3% | +23.3% | +21.8% |
| YTD | +47.8% | +19.9% | +27.9% | +39.5% |
| 1Y | +21.3% | +24.6% | -3.3% | +12.1% |
| 3Y | +7.0% | +96.6% | -89.6% | -14.7% |
| 5Y | +10.2% | +77.7% | -67.5% | -5.1% |
| All | +10.2% | +74.4% | -64.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling