+13.1%
CNH vs ED
+67.1%
-54.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.4% | +4.3% |
| 7D | +23.3% | -0.2% | +23.5% | +23.3% |
| 30D | +33.5% | -0.1% | +33.6% | +33.4% |
| 3M | +32.7% | +3.9% | +28.8% | +31.6% |
| 6M | +22.2% | -3.0% | +25.2% | +22.8% |
| YTD | +57.7% | +10.7% | +47.0% | +54.1% |
| 1Y | +28.0% | +13.3% | +14.6% | +24.2% |
| 3Y | +11.5% | +34.5% | -23.0% | +1.0% |
| All | +13.1% | +67.1% | -54.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling