+556.1%
PBR vs CNH
+12.3%
+543.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | +17.5% | +32.6% | -15.1% | +9.7% |
| 3M | +20.9% | +29.4% | -8.5% | +12.7% |
| 6M | +20.2% | +26.0% | -5.7% | +12.0% |
| YTD | +84.3% | +52.2% | +32.1% | +61.4% |
| 1Y | +77.1% | +23.9% | +53.2% | +64.5% |
| 3Y | +100.8% | +10.1% | +90.7% | +88.9% |
| 5Y | +556.1% | +13.2% | +543.0% | +454.9% |
| All | +556.1% | +12.3% | +543.8% | +454.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling