+19.4%
CNH vs CPB
-31.9%
+51.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.3% | -5.7% |
| 7D | +8.8% | -8.2% | +17.0% | +9.6% |
| 30D | +24.7% | -5.6% | +30.3% | +25.3% |
| 3M | +27.3% | +3.0% | +24.4% | +27.1% |
| 6M | +23.2% | -12.7% | +35.9% | +25.5% |
| YTD | +48.9% | -18.0% | +66.9% | +51.5% |
| 1Y | +19.4% | -31.7% | +51.1% | +24.0% |
| All | +19.4% | -31.9% | +51.3% | +24.0% |
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