+74.8%
PBR vs CNH
+20.2%
+54.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.0% |
| 7D | +4.2% | -2.5% | +6.7% | +4.1% |
| 30D | +22.7% | +27.0% | -4.3% | +24.4% |
| 3M | +21.5% | +32.6% | -11.1% | +23.7% |
| 6M | +24.0% | +23.6% | +0.4% | +26.2% |
| YTD | +88.2% | +47.8% | +40.4% | +95.5% |
| 1Y | +74.8% | +21.3% | +53.5% | +77.8% |
| All | +74.8% | +20.2% | +54.6% | +77.8% |
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