+72.9%
PBR vs CNH
+15.2%
+57.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -7.0% |
| 7D | -11.0% | +6.5% | -17.4% | -10.8% |
| 30D | -18.8% | -12.0% | -6.8% | -19.3% |
| 3M | +7.8% | +4.4% | +3.5% | +8.2% |
| 6M | -7.6% | +15.7% | -23.3% | -6.0% |
| YTD | +72.7% | +28.2% | +44.4% | +81.8% |
| 1Y | +72.9% | +14.8% | +58.2% | +77.5% |
| All | +72.9% | +15.2% | +57.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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