+17.0%
CNH vs CPB
-25.8%
+42.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | +6.4% | -5.8% | +12.2% | +7.1% |
| 30D | -1.6% | +16.5% | -18.1% | -3.5% |
| 3M | +11.6% | -1.1% | +12.7% | +11.2% |
| 6M | +12.5% | +11.5% | +1.1% | +11.1% |
| YTD | +31.1% | -15.7% | +46.8% | +32.3% |
| 1Y | +17.0% | -24.7% | +41.7% | +18.5% |
| All | +17.0% | -25.8% | +42.8% | +18.5% |
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