+160.7%
CNH vs EAT
+370.1%
-209.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.9% |
| 7D | +1.8% | -6.8% | +8.6% | +3.4% |
| 30D | +32.6% | -5.4% | +38.0% | +34.0% |
| 3M | +29.4% | +42.8% | -13.3% | +19.3% |
| 6M | +26.0% | +56.5% | -30.5% | +13.0% |
| YTD | +52.2% | +50.0% | +2.2% | +37.3% |
| 1Y | +23.9% | +38.3% | -14.4% | +12.9% |
| 3Y | +10.1% | +591.6% | -581.5% | -32.8% |
| 5Y | +13.2% | +312.6% | -299.5% | -26.2% |
| 10Y | +160.7% | +381.4% | -220.8% | +54.1% |
| All | +160.7% | +370.1% | -209.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling