+124.0%
CNH vs CPB
-39.9%
+164.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +11.0% |
| 7D | +8.6% | +3.3% | +5.3% | +8.1% |
| 30D | +12.6% | +19.0% | -6.4% | +10.1% |
| 3M | +17.5% | +0.4% | +17.1% | +17.2% |
| 6M | +18.1% | +13.0% | +5.1% | +16.0% |
| YTD | +40.4% | -12.7% | +53.1% | +41.9% |
| 1Y | +34.0% | -20.9% | +54.9% | +37.0% |
| 3Y | +35.3% | -35.4% | +70.7% | +40.9% |
| 5Y | -5.1% | -32.3% | +27.2% | -1.6% |
| 10Y | +124.0% | -40.5% | +164.6% | +141.3% |
| All | +124.0% | -39.9% | +164.0% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling