+28.0%
CNH vs CPB
-32.6%
+60.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.3% |
| 7D | +23.3% | -8.6% | +31.9% | +24.3% |
| 30D | +33.5% | -7.2% | +40.7% | +34.3% |
| 3M | +32.7% | +0.9% | +31.8% | +32.7% |
| 6M | +22.2% | -11.8% | +34.0% | +24.3% |
| YTD | +57.7% | -19.4% | +77.1% | +60.8% |
| 1Y | +28.0% | -30.4% | +58.4% | +33.0% |
| All | +28.0% | -32.6% | +60.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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