-14.9%
CNH vs CPB
-31.3%
+16.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.0% |
| 7D | -1.7% | +8.0% | -9.7% | -3.0% |
| 30D | -7.2% | +22.4% | -29.6% | -10.4% |
| 3M | +6.5% | +2.5% | +4.0% | +5.8% |
| 6M | +7.9% | +12.2% | -4.3% | +5.3% |
| YTD | +26.6% | -12.8% | +39.4% | +28.8% |
| 1Y | +13.8% | -19.2% | +32.9% | +17.3% |
| 3Y | +9.2% | -35.6% | +44.8% | +16.0% |
| All | -14.9% | -31.3% | +16.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling