+23.9%
CNH vs EAT
+39.0%
-15.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | +1.8% | -6.8% | +8.6% | +2.8% |
| 30D | +32.6% | -5.4% | +38.0% | +33.6% |
| 3M | +29.4% | +42.8% | -13.3% | +23.1% |
| 6M | +26.0% | +56.5% | -30.5% | +18.5% |
| YTD | +52.2% | +50.0% | +2.2% | +43.9% |
| 1Y | +23.9% | +38.3% | -14.4% | +17.2% |
| All | +23.9% | +39.0% | -15.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling