+34.8%
CNH vs CPB
-12.8%
+47.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +2.9% |
| 7D | -1.7% | +8.0% | -9.7% | -2.9% |
| 30D | -7.2% | +22.4% | -29.6% | -10.1% |
| 3M | +6.5% | +2.5% | +4.0% | +5.9% |
| 6M | +7.9% | +12.2% | -4.3% | +5.5% |
| YTD | +26.6% | -12.8% | +39.4% | +28.4% |
| 1Y | +13.8% | -19.2% | +32.9% | +16.6% |
| 3Y | +9.2% | -35.6% | +44.8% | +15.0% |
| 5Y | -15.6% | -31.4% | +15.8% | -12.3% |
| 10Y | +119.2% | -37.9% | +157.1% | +129.2% |
| All | +34.8% | -12.8% | +47.6% | +21.2% |
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 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