+34.4%
CNH vs CPB
-20.9%
+55.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.9% |
| 6M | +18.1% | +13.0% | +5.1% | +16.3% |
| YTD | +40.4% | -12.7% | +53.1% | +41.8% |
| All | +34.4% | -20.9% | +55.3% | +37.2% |
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