-14.9%
CNH vs EAT
+361.6%
-376.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.3% |
| 7D | -1.7% | -2.6% | +0.9% | -1.2% |
| 30D | -7.2% | +11.5% | -18.7% | -9.6% |
| 3M | +6.5% | -9.1% | +15.7% | +7.9% |
| 6M | +7.9% | +40.4% | -32.5% | -1.0% |
| YTD | +26.6% | +43.9% | -17.3% | +14.8% |
| 1Y | +13.8% | +101.9% | -88.2% | -4.8% |
| 3Y | +9.2% | +489.9% | -480.7% | -33.9% |
| All | -14.9% | +361.6% | -376.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling