+99.9%
PBR vs CNH
+7.5%
+92.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +4.2% |
| 7D | +2.5% | +8.8% | -6.3% | +1.3% |
| 30D | +19.4% | +24.7% | -5.3% | +16.0% |
| 3M | +20.8% | +27.3% | -6.5% | +16.8% |
| 6M | +23.5% | +23.2% | +0.3% | +19.6% |
| YTD | +83.4% | +48.9% | +34.5% | +70.5% |
| 1Y | +77.6% | +19.4% | +58.2% | +72.7% |
| 3Y | +99.9% | +7.8% | +92.1% | +105.3% |
| All | +99.9% | +7.5% | +92.3% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling