+61.7%
PBR vs CNH
+35.8%
+25.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -9.1% | +6.7% | -15.8% | -9.8% |
| 30D | -29.9% | +7.2% | -37.1% | -30.5% |
| 3M | +2.3% | +17.5% | -15.2% | +0.1% |
| 6M | -10.9% | +15.0% | -25.9% | -12.9% |
| YTD | +56.9% | +36.8% | +20.1% | +47.6% |
| 1Y | +38.0% | +27.6% | +10.4% | +31.3% |
| All | +61.7% | +35.8% | +25.9% | +39.2% |
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