+13.1%
CNH vs EAT
+350.4%
-337.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.9% |
| 7D | +23.3% | 0.0% | +23.3% | +23.3% |
| 30D | +33.5% | +1.9% | +31.6% | +32.8% |
| 3M | +32.7% | +68.7% | -35.9% | +18.4% |
| 6M | +22.2% | +66.9% | -44.7% | +8.5% |
| YTD | +57.7% | +60.4% | -2.7% | +40.8% |
| 1Y | +28.0% | +44.0% | -16.0% | +16.2% |
| 3Y | +11.5% | +604.7% | -593.2% | -33.9% |
| All | +13.1% | +350.4% | -337.4% | -31.5% |
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