+45.7%
CNH vs CPB
-14.8%
+60.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +6.7% | -4.1% | +10.7% | +7.3% |
| 30D | +7.2% | +16.9% | -9.7% | +4.6% |
| 3M | +17.5% | -0.6% | +18.0% | +17.3% |
| 6M | +15.0% | +11.4% | +3.6% | +12.6% |
| YTD | +36.8% | -14.8% | +51.6% | +39.2% |
| 1Y | +27.6% | -24.8% | +52.4% | +32.3% |
| 3Y | +34.3% | -36.6% | +70.9% | +41.8% |
| 5Y | -12.2% | -33.3% | +21.1% | -8.4% |
| 10Y | +113.9% | -40.4% | +154.3% | +126.1% |
| All | +45.7% | -14.8% | +60.5% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling