+68.0%
CNH vs EAT
+590.7%
-522.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.7% |
| 3M | +32.7% | +68.7% | -35.9% | +18.0% |
| 6M | +22.2% | +66.9% | -44.7% | +8.1% |
| YTD | +57.7% | +60.4% | -2.7% | +40.2% |
| 1Y | +28.0% | +44.0% | -16.0% | +15.6% |
| 3Y | +11.5% | +604.7% | -593.2% | -32.0% |
| 5Y | +11.9% | +347.0% | -335.2% | -28.1% |
| 10Y | +162.8% | +390.8% | -228.0% | +51.5% |
| All | +68.0% | +590.7% | -522.7% | -15.4% |
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