+34.8%
CNH vs EAT
+519.8%
-484.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.4% |
| 7D | -1.7% | -2.6% | +0.9% | -1.2% |
| 30D | -7.2% | +11.5% | -18.7% | -9.7% |
| 3M | +6.5% | -9.1% | +15.7% | +7.9% |
| 6M | +7.9% | +40.4% | -32.5% | -1.2% |
| YTD | +26.6% | +43.9% | -17.3% | +14.5% |
| 1Y | +13.8% | +101.9% | -88.2% | -4.8% |
| 3Y | +9.2% | +489.9% | -480.7% | -31.1% |
| 5Y | -15.6% | +362.6% | -378.2% | -46.3% |
| 10Y | +119.2% | +385.7% | -266.5% | +26.2% |
| All | +34.8% | +519.8% | -484.9% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling