+68.0%
CNH vs CPB
-19.4%
+87.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.5% |
| 7D | +23.3% | -8.6% | +31.9% | +24.8% |
| 30D | +33.5% | -7.2% | +40.7% | +34.8% |
| 3M | +32.7% | +0.9% | +31.8% | +32.2% |
| 6M | +22.2% | -11.8% | +34.0% | +24.0% |
| YTD | +57.7% | -19.4% | +77.1% | +62.0% |
| 1Y | +28.0% | -30.4% | +58.4% | +34.4% |
| 3Y | +11.5% | -40.2% | +51.7% | +19.0% |
| 5Y | +11.9% | -39.5% | +51.4% | +18.6% |
| 10Y | +162.8% | -47.4% | +210.2% | +186.8% |
| All | +68.0% | -19.4% | +87.3% | +53.0% |
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