+106.3%
CNH vs ED
+143.7%
-37.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +6.4% | -1.7% | +8.1% | +6.8% |
| 30D | -1.6% | +10.7% | -12.3% | -4.2% |
| 3M | +11.6% | +11.6% | -0.1% | +8.3% |
| 6M | +12.5% | +13.5% | -1.0% | +8.7% |
| YTD | +31.1% | +23.1% | +8.0% | +23.8% |
| 1Y | +17.0% | +23.1% | -6.1% | +10.4% |
| 3Y | +28.7% | +47.9% | -19.2% | +13.5% |
| 5Y | -17.4% | +83.9% | -101.3% | -31.9% |
| All | +106.3% | +143.7% | -37.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling