+149.5%
CNH vs ED
+104.2%
+45.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | +8.8% | +0.5% | +8.3% | +8.6% |
| 30D | +24.7% | +1.1% | +23.6% | +24.2% |
| 3M | +27.3% | +4.6% | +22.7% | +25.7% |
| 6M | +23.2% | -2.0% | +25.1% | +23.5% |
| YTD | +48.9% | +11.7% | +37.2% | +44.3% |
| 1Y | +19.4% | +15.7% | +3.7% | +14.4% |
| 3Y | +7.8% | +34.4% | -26.6% | -2.4% |
| 5Y | +8.7% | +67.3% | -58.6% | -8.0% |
| 10Y | +149.5% | +104.0% | +45.5% | +112.4% |
| All | +149.5% | +104.2% | +45.3% | +112.4% |
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