+331.5%
PBR vs CNH
+36.2%
+295.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -1.0% | +3.0% | -4.1% | -3.1% |
| 30D | -29.3% | -0.6% | -28.7% | -29.6% |
| 3M | +5.5% | +14.6% | -9.1% | -3.9% |
| 6M | -2.9% | +11.8% | -14.6% | -12.7% |
| YTD | +61.5% | +30.4% | +31.1% | +29.8% |
| 1Y | +46.9% | +19.1% | +27.8% | +23.6% |
| 3Y | +66.4% | +30.2% | +36.3% | +21.7% |
| 5Y | +460.3% | -17.8% | +478.1% | +407.6% |
| 10Y | +564.6% | +103.9% | +460.7% | +189.4% |
| All | +331.5% | +36.2% | +295.3% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling