+105.2%
CNH vs EAT
+320.8%
-215.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.0% | -4.0% | +7.0% | +3.9% |
| 30D | -0.6% | -2.9% | +2.3% | -0.4% |
| 3M | +14.6% | -16.9% | +31.5% | +18.5% |
| 6M | +11.8% | +57.0% | -45.2% | 0.0% |
| YTD | +30.4% | +38.2% | -7.8% | +19.0% |
| 1Y | +19.1% | +69.3% | -50.2% | +3.6% |
| 3Y | +30.2% | +483.0% | -452.8% | -17.7% |
| 5Y | -17.8% | +364.1% | -382.0% | -47.8% |
| All | +105.2% | +320.8% | -215.6% | +30.2% |
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