+38.9%
CNH vs BTG
+148.9%
-110.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +3.0% | -9.1% | +12.1% | +3.9% |
| 30D | -0.6% | -1.6% | +1.0% | -0.6% |
| 3M | +14.6% | -2.8% | +17.4% | +14.7% |
| 6M | +11.8% | -7.6% | +19.4% | +11.8% |
| YTD | +30.4% | +10.2% | +20.2% | +28.0% |
| 1Y | +19.1% | +21.3% | -2.2% | +15.9% |
| 3Y | +30.2% | +82.7% | -52.5% | +20.9% |
| 5Y | -17.8% | +30.8% | -48.6% | -22.6% |
| 10Y | +103.9% | +163.7% | -59.8% | +81.0% |
| All | +38.9% | +148.9% | -110.0% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling